+2.7%
STM vs ONON
-6.6%
+9.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.2% | +1.8% |
| 7D | +16.3% | -11.9% | +28.2% | +20.5% |
| 30D | -6.3% | -6.8% | +0.5% | -4.8% |
| 3M | -14.1% | +6.6% | -20.7% | -16.4% |
| 6M | -19.6% | -2.2% | -17.3% | -20.9% |
| YTD | +80.1% | -28.9% | +109.0% | +93.5% |
| 1Y | +95.4% | -20.3% | +115.7% | +102.6% |
| 3Y | +14.7% | +22.9% | -8.2% | +0.4% |
| 5Y | -5.4% | -11.1% | +5.7% | -23.5% |
| All | +2.7% | -6.6% | +9.3% | -17.7% |
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