+55.3%
SAP vs ONON
-24.2%
+79.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.1% | -5.3% | +0.2% | -4.2% |
| 30D | -1.8% | -13.1% | +11.4% | +0.6% |
| 3M | +20.9% | -29.3% | +50.3% | +27.6% |
| 6M | +7.0% | -34.5% | +41.5% | +13.8% |
| YTD | -13.7% | -42.2% | +28.5% | -6.4% |
| 1Y | -19.6% | -37.3% | +17.8% | -14.3% |
| 3Y | +52.4% | -9.3% | +61.7% | +47.6% |
| All | +55.3% | -24.2% | +79.5% | +40.0% |
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