-27.5%
ON vs SFM
+83.0%
-110.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -1.9% | -7.2% | +5.3% | -1.5% |
| 30D | -11.0% | -14.3% | +3.3% | -10.5% |
| 3M | -39.3% | -13.7% | -25.6% | -39.0% |
| 6M | +19.8% | -6.0% | +25.9% | +19.6% |
| YTD | +31.1% | -8.2% | +39.3% | +30.9% |
| 1Y | +46.0% | -46.2% | +92.2% | +56.5% |
| All | -27.5% | +83.0% | -110.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling