-63.2%
SPCH vs ONON
-2.5%
-60.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.8% | -13.4% | -9.3% |
| 7D | -13.4% | +20.9% | -34.3% | -18.8% |
| 30D | -39.6% | +21.1% | -60.8% | -44.1% |
| 3M | -1.4% | +2.7% | -4.1% | -5.7% |
| All | -63.2% | -2.5% | -60.7% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling