+8.2%
SPGI vs ONON
-20.9%
+29.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | +8.4% | -26.7% | +35.1% | +12.9% |
| 3M | +11.8% | -25.3% | +37.1% | +15.9% |
| 6M | +5.7% | -35.3% | +41.0% | +11.4% |
| YTD | -9.7% | -39.8% | +30.1% | -3.9% |
| 1Y | -12.5% | -39.2% | +26.8% | -7.3% |
| 3Y | +21.8% | -4.2% | +26.1% | +16.5% |
| All | +8.2% | -20.9% | +29.1% | -2.6% |
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 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