+7.4%
ON vs SFM
+23.1%
-15.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +9.1% |
| 7D | -1.4% | -10.2% | +8.8% | -1.2% |
| 30D | -10.9% | -23.9% | +13.0% | -10.3% |
| 3M | -14.9% | -42.3% | +27.4% | -13.6% |
| 6M | -33.0% | -40.1% | +7.1% | -32.2% |
| YTD | +27.6% | -37.8% | +65.4% | +28.8% |
| 1Y | +44.5% | -37.1% | +81.6% | +45.5% |
| 3Y | +7.4% | +21.5% | -14.2% | +11.1% |
| All | +7.4% | +23.1% | -15.7% | +11.1% |
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