-21.7%
ONON vs SNY
+9.8%
-31.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.1% | -3.3% | +1.3% | -1.2% |
| 30D | -11.6% | -2.2% | -9.5% | -11.1% |
| 3M | -30.1% | -3.0% | -27.1% | -29.6% |
| 6M | -30.5% | +2.7% | -33.2% | -31.0% |
| YTD | -41.0% | -6.8% | -34.2% | -40.2% |
| 1Y | -36.7% | -5.3% | -31.4% | -36.2% |
| 3Y | -8.6% | -9.8% | +1.2% | -8.3% |
| All | -21.7% | +9.8% | -31.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling