-39.2%
ONON vs SPG
+21.3%
-60.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -3.0% | -2.4% | -0.6% | -2.0% |
| 30D | -26.7% | -6.8% | -19.9% | -24.6% |
| 3M | -25.3% | +2.7% | -28.0% | -25.6% |
| 6M | -35.3% | +5.5% | -40.7% | -36.0% |
| YTD | -39.8% | +15.7% | -55.5% | -40.8% |
| 1Y | -39.2% | +20.9% | -60.1% | -41.1% |
| All | -39.2% | +21.3% | -60.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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