+14.3%
SPGI vs ONON
-6.6%
+20.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.7% |
| 7D | -0.8% | -11.9% | +11.1% | +0.9% |
| 30D | +14.3% | -6.8% | +21.1% | +15.3% |
| 3M | +14.5% | +6.6% | +7.9% | +13.2% |
| 6M | +17.3% | -2.2% | +19.5% | +16.6% |
| YTD | -4.6% | -28.9% | +24.3% | -1.0% |
| 1Y | +0.8% | -20.3% | +21.1% | +2.7% |
| 3Y | +28.8% | +22.9% | +5.8% | +18.6% |
| 5Y | +14.0% | -11.1% | +25.1% | -0.3% |
| All | +14.3% | -6.6% | +20.8% | +0.3% |
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