+19.0%
SPGI vs ONON
-6.6%
+25.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.9% |
| 7D | -2.5% | -1.7% | -0.8% | -2.3% |
| 30D | +5.4% | -27.4% | +32.8% | +8.9% |
| 3M | +9.0% | -26.5% | +35.6% | +12.4% |
| 6M | +0.8% | -34.2% | +35.0% | +4.9% |
| YTD | -12.6% | -41.3% | +28.8% | -7.9% |
| 1Y | -16.1% | -39.7% | +23.5% | -12.0% |
| 3Y | +19.0% | -7.8% | +26.8% | +17.5% |
| All | +19.0% | -6.6% | +25.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling