+523.3%
ON vs SFM
+140.2%
+383.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -3.8% |
| 7D | +12.2% | +6.0% | +6.2% | +11.5% |
| 30D | -3.1% | -19.5% | +16.3% | -1.2% |
| 3M | -12.9% | -37.0% | +24.1% | -8.7% |
| 6M | -38.6% | -41.0% | +2.4% | -35.3% |
| YTD | +31.2% | -34.6% | +65.9% | +35.3% |
| 1Y | +47.6% | -36.3% | +83.9% | +52.7% |
| 3Y | +6.6% | +24.5% | -17.9% | -3.0% |
| 5Y | +21.3% | +115.9% | -94.6% | -0.4% |
| All | +523.3% | +140.2% | +383.2% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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