+56.2%
SAP vs ONON
-10.5%
+66.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | +0.3% | -30.8% | +31.1% | +5.9% |
| 3M | +16.9% | -29.8% | +46.7% | +22.9% |
| 6M | +6.3% | -34.8% | +41.2% | +12.7% |
| YTD | -12.4% | -42.3% | +29.8% | -5.5% |
| 1Y | -21.6% | -39.5% | +17.9% | -16.2% |
| All | +56.2% | -10.5% | +66.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling