+99.1%
STM vs ONON
-36.0%
+135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -4.9% | -11.6% | +6.7% | -2.3% |
| 3M | -34.0% | -30.1% | -3.9% | -28.9% |
| 6M | +51.8% | -30.5% | +82.3% | +60.2% |
| YTD | +99.4% | -41.0% | +140.4% | +119.4% |
| 1Y | +99.1% | -36.7% | +135.8% | +123.9% |
| All | +99.1% | -36.0% | +135.0% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling