-3.9%
ONON vs STT
+135.0%
-138.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -10.0% | +4.8% | -14.7% | -12.6% |
| 30D | -5.3% | +3.9% | -9.2% | -7.7% |
| 3M | +6.5% | -8.2% | +14.6% | +11.8% |
| 6M | -5.0% | +15.6% | -20.6% | -15.3% |
| YTD | -27.6% | +37.6% | -65.3% | -42.9% |
| 1Y | -20.7% | +50.1% | -70.8% | -41.0% |
| 3Y | +26.6% | +183.1% | -156.4% | -40.8% |
| 5Y | -9.6% | +104.8% | -114.4% | -53.3% |
| All | -3.9% | +135.0% | -138.9% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling