-23.3%
ONON vs SPG
+106.0%
-129.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | +0.4% |
| 7D | -3.5% | -1.7% | -1.8% | -2.2% |
| 30D | -30.8% | -6.3% | -24.5% | -27.0% |
| 3M | -29.8% | -2.4% | -27.4% | -28.6% |
| 6M | -34.8% | +9.6% | -44.5% | -40.1% |
| YTD | -42.3% | +14.2% | -56.5% | -48.9% |
| 1Y | -39.5% | +19.3% | -58.8% | -48.8% |
| 3Y | -9.3% | +106.7% | -116.0% | -54.9% |
| All | -23.3% | +106.0% | -129.4% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling