-23.3%
ONON vs SNAP
-92.6%
+69.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -3.5% | -5.0% | +1.6% | -2.2% |
| 30D | -30.8% | -0.7% | -30.0% | -31.1% |
| 3M | -29.8% | -5.0% | -24.8% | -30.0% |
| 6M | -34.8% | +3.5% | -38.3% | -37.1% |
| YTD | -42.3% | -34.2% | -8.1% | -37.6% |
| 1Y | -39.5% | -27.1% | -12.5% | -36.8% |
| 3Y | -9.3% | -43.5% | +34.2% | -9.2% |
| All | -23.3% | -92.6% | +69.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling