-6.2%
ONON vs SNAP
-90.0%
+83.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -1.7% |
| 7D | -10.1% | -9.8% | -0.3% | -8.0% |
| 30D | -1.8% | -18.2% | +16.4% | +2.8% |
| 3M | +12.3% | -3.1% | +15.4% | +11.7% |
| 6M | +2.0% | -7.1% | +9.1% | +1.1% |
| YTD | -25.3% | -33.8% | +8.5% | -20.0% |
| 1Y | -1.3% | -39.0% | +37.7% | +7.9% |
| 3Y | +29.0% | -52.8% | +81.9% | +35.0% |
| 5Y | -6.2% | -90.0% | +83.8% | +68.7% |
| All | -6.2% | -90.0% | +83.8% | +68.7% |
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