+16.6%
SNPS vs ONON
-23.0%
+39.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -5.5% | -1.7% | -3.8% | -5.1% |
| 30D | -5.8% | -27.4% | +21.6% | +1.4% |
| 3M | -17.2% | -26.5% | +9.3% | -11.6% |
| 6M | -10.4% | -34.2% | +23.9% | -2.1% |
| YTD | -16.5% | -41.3% | +24.8% | -6.2% |
| 1Y | -35.6% | -39.7% | +4.0% | -28.3% |
| 3Y | -14.6% | -7.8% | -6.8% | -17.8% |
| All | +16.6% | -23.0% | +39.6% | +3.2% |
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