-4.6%
STM vs ONON
-10.9%
+6.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +12.0% | -10.0% | +22.0% | +15.4% |
| 30D | -0.4% | -5.3% | +4.9% | +0.8% |
| 3M | -13.2% | +6.5% | -19.6% | -15.5% |
| 6M | -26.1% | -5.0% | -21.1% | -26.7% |
| YTD | +81.2% | -27.6% | +108.8% | +94.1% |
| 1Y | +98.3% | -20.7% | +119.0% | +106.2% |
| 3Y | +16.7% | +26.6% | -9.9% | +0.4% |
| All | -4.6% | -10.9% | +6.3% | -24.8% |
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