+76.5%
SAP vs ONON
-1.9%
+78.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -10.1% | +7.6% | -0.7% |
| 30D | +7.5% | -1.8% | +9.3% | +7.6% |
| 3M | +11.6% | +12.3% | -0.6% | +9.1% |
| 6M | +37.6% | +2.0% | +35.7% | +35.7% |
| YTD | -2.0% | -25.3% | +23.4% | +1.6% |
| 1Y | -6.4% | -1.3% | -5.0% | -7.9% |
| 3Y | +67.7% | +29.0% | +38.7% | +52.7% |
| 5Y | +75.7% | -6.2% | +81.9% | +50.9% |
| All | +76.5% | -1.9% | +78.5% | +51.9% |
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