+15.3%
STM vs ONON
-20.9%
+36.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +5.8% | -3.0% | +8.8% | +6.7% |
| 30D | -1.0% | -26.7% | +25.7% | +7.3% |
| 3M | -33.3% | -25.3% | -8.0% | -28.2% |
| 6M | +57.4% | -35.3% | +92.6% | +75.4% |
| YTD | +102.2% | -39.8% | +142.0% | +129.9% |
| 1Y | +99.6% | -39.2% | +138.8% | +124.8% |
| 3Y | +14.5% | -4.2% | +18.8% | +8.2% |
| All | +15.3% | -20.9% | +36.2% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling