-37.3%
ONON vs SNAP
-23.8%
-13.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.8% |
| 7D | -5.3% | -3.2% | -2.2% | -4.7% |
| 30D | -13.1% | +0.2% | -13.3% | -13.5% |
| 3M | -29.3% | +2.6% | -31.9% | -31.0% |
| 6M | -34.5% | +12.4% | -47.0% | -39.1% |
| YTD | -42.2% | -31.6% | -10.6% | -38.7% |
| 1Y | -37.3% | -21.7% | -15.6% | -36.5% |
| All | -37.3% | -23.8% | -13.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling