-20.0%
ONON vs STT
+161.8%
-181.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -3.0% | +0.5% | -3.5% | -3.3% |
| 30D | -26.7% | +3.9% | -30.6% | -28.6% |
| 3M | -25.3% | +20.0% | -45.3% | -34.4% |
| 6M | -35.3% | +55.3% | -90.6% | -52.4% |
| YTD | -39.8% | +53.3% | -93.1% | -55.4% |
| 1Y | -39.2% | +74.7% | -113.9% | -58.9% |
| 3Y | -4.2% | +205.8% | -210.1% | -57.1% |
| All | -20.0% | +161.8% | -181.8% | -61.8% |
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