-23.3%
ONON vs STT
+157.8%
-181.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -5.3% | -1.4% | -4.0% | -4.5% |
| 30D | -13.1% | +2.2% | -15.3% | -14.4% |
| 3M | -29.3% | +18.8% | -48.2% | -37.5% |
| 6M | -34.5% | +57.9% | -92.5% | -52.4% |
| YTD | -42.2% | +51.0% | -93.2% | -56.8% |
| 1Y | -37.3% | +77.1% | -114.5% | -58.1% |
| 3Y | -9.3% | +199.8% | -209.1% | -58.8% |
| All | -23.3% | +157.8% | -181.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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