+58.5%
ON vs SFM
+219.5%
-161.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.8% |
| 7D | -2.2% | -5.8% | +3.7% | -1.5% |
| 30D | -12.4% | -11.4% | -1.1% | -11.4% |
| 3M | -41.2% | -12.2% | -29.0% | -40.6% |
| 6M | +25.0% | -5.2% | +30.1% | +24.6% |
| YTD | +31.3% | -4.5% | +35.7% | +30.3% |
| 1Y | +45.4% | -45.4% | +90.8% | +57.5% |
| 3Y | -27.4% | +91.1% | -118.5% | -38.3% |
| 5Y | +58.5% | +226.8% | -168.3% | +26.2% |
| All | +58.5% | +219.5% | -161.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling