+62.2%
SAP vs ONON
-20.9%
+83.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | +9.0% | -26.7% | +35.7% | +14.4% |
| 3M | +14.9% | -25.3% | +40.2% | +20.1% |
| 6M | +11.9% | -35.3% | +47.2% | +19.3% |
| YTD | -9.9% | -39.8% | +29.9% | -2.9% |
| 1Y | -19.5% | -39.2% | +19.7% | -13.8% |
| 3Y | +61.8% | -4.2% | +66.0% | +55.2% |
| All | +62.2% | -20.9% | +83.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling