+77.1%
SAP vs ONON
-5.0%
+82.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +0.6% | -10.0% | +10.6% | +2.4% |
| 30D | +6.5% | -5.3% | +11.8% | +7.3% |
| 3M | +12.2% | +6.5% | +5.8% | +10.7% |
| 6M | +46.1% | -5.0% | +51.0% | +45.9% |
| YTD | -1.6% | -27.6% | +26.0% | +2.4% |
| 1Y | -5.1% | -20.7% | +15.6% | -2.8% |
| 3Y | +68.4% | +26.6% | +41.7% | +53.8% |
| 5Y | +79.4% | -9.6% | +89.0% | +54.9% |
| All | +77.1% | -5.0% | +82.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling