+591.8%
ON vs SFM
+280.6%
+311.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.3% |
| 7D | -1.9% | -7.2% | +5.3% | -1.0% |
| 30D | -11.0% | -14.3% | +3.3% | -9.5% |
| 3M | -39.3% | -13.7% | -25.6% | -38.5% |
| 6M | +19.8% | -6.0% | +25.9% | +19.5% |
| YTD | +31.1% | -8.2% | +39.3% | +30.7% |
| 1Y | +46.0% | -46.2% | +92.2% | +56.7% |
| 3Y | -27.5% | +83.6% | -111.1% | -36.6% |
| 5Y | +56.9% | +212.7% | -155.8% | +24.6% |
| 10Y | +591.8% | +273.0% | +318.8% | +410.0% |
| All | +591.8% | +280.6% | +311.2% | +410.0% |
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