+0.2%
SPGI vs ONON
-22.6%
+22.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -7.4% | -2.1% | -5.3% | -7.1% |
| 30D | +0.4% | -11.6% | +12.0% | +2.1% |
| 3M | +5.3% | -30.1% | +35.4% | +10.2% |
| 6M | +1.7% | -30.5% | +32.2% | +6.1% |
| YTD | -16.4% | -41.0% | +24.7% | -10.7% |
| 1Y | -20.5% | -36.7% | +16.2% | -16.4% |
| 3Y | +14.2% | -8.6% | +22.8% | +10.0% |
| All | +0.2% | -22.6% | +22.7% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling