+2.0%
SPGI vs ONON
-24.2%
+26.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | +2.0% | -30.8% | +32.8% | +7.1% |
| 3M | +4.3% | -29.8% | +34.2% | +9.1% |
| 6M | -0.2% | -34.8% | +34.6% | +5.1% |
| YTD | -14.8% | -42.3% | +27.5% | -8.8% |
| 1Y | -18.5% | -39.5% | +21.0% | -13.7% |
| 3Y | +16.0% | -9.3% | +25.2% | +11.8% |
| All | +2.0% | -24.2% | +26.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling