+67.8%
SAP vs ONON
+28.8%
+38.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -10.1% | +7.6% | -0.9% |
| 30D | +7.5% | -1.8% | +9.3% | +7.6% |
| 3M | +11.6% | +12.3% | -0.6% | +9.3% |
| 6M | +37.6% | +2.0% | +35.7% | +35.9% |
| YTD | -2.0% | -25.3% | +23.4% | +1.2% |
| 1Y | -6.4% | -1.3% | -5.0% | -7.6% |
| All | +67.8% | +28.8% | +38.9% | +64.0% |
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 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