+20.2%
SGOV vs ONON
-22.6%
+42.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | +0.3% | -11.6% | +11.9% | +0.3% |
| 3M | +0.9% | -30.1% | +31.0% | +0.9% |
| 6M | +1.8% | -30.5% | +32.3% | +1.8% |
| YTD | +2.5% | -41.0% | +43.6% | +2.5% |
| 1Y | +3.8% | -36.7% | +40.5% | +3.8% |
| 3Y | +14.4% | -8.6% | +23.0% | +14.4% |
| All | +20.2% | -22.6% | +42.7% | +20.2% |
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