+12.0%
STM vs ONON
-24.2%
+36.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -5.3% | +4.3% | +0.5% |
| 30D | -7.8% | -13.1% | +5.3% | -4.0% |
| 3M | -28.2% | -29.3% | +1.2% | -21.5% |
| 6M | +52.0% | -34.5% | +86.5% | +68.7% |
| YTD | +96.4% | -42.2% | +138.6% | +126.0% |
| 1Y | +98.8% | -37.3% | +136.2% | +121.7% |
| 3Y | +18.3% | -9.3% | +27.5% | +13.6% |
| All | +12.0% | -24.2% | +36.2% | -3.9% |
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