-36.7%
ONON vs SPG
+19.1%
-55.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | -11.6% | -6.1% | -5.5% | -9.4% |
| 3M | -30.1% | -3.6% | -26.4% | -28.8% |
| 6M | -30.5% | +10.4% | -40.9% | -31.8% |
| YTD | -41.0% | +14.4% | -55.4% | -41.5% |
| 1Y | -36.7% | +16.5% | -53.2% | -38.4% |
| All | -36.7% | +19.1% | -55.8% | -38.4% |
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