+13.8%
STM vs ONON
-24.2%
+38.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +1.7% | -3.5% | +5.1% | +2.7% |
| 30D | -5.2% | -30.8% | +25.6% | +4.7% |
| 3M | -29.6% | -29.8% | +0.2% | -22.9% |
| 6M | +54.4% | -34.8% | +89.2% | +71.6% |
| YTD | +99.5% | -42.3% | +141.8% | +129.7% |
| 1Y | +100.8% | -39.5% | +140.3% | +126.3% |
| 3Y | +20.2% | -9.3% | +29.5% | +15.4% |
| All | +13.8% | -24.2% | +38.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling