+781.3%
ON vs SFM
+132.6%
+648.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -3.3% | -4.4% | +1.1% | -2.8% |
| 3M | -43.6% | +1.5% | -45.1% | -44.0% |
| 6M | +19.0% | +6.5% | +12.5% | +16.5% |
| YTD | +37.4% | +2.2% | +35.2% | +35.0% |
| 1Y | +54.8% | -41.9% | +96.7% | +65.1% |
| 3Y | -25.2% | +106.8% | -131.9% | -36.1% |
| 5Y | +62.7% | +231.6% | -168.8% | +26.1% |
| 10Y | +574.3% | +258.4% | +315.9% | +387.5% |
| All | +781.3% | +132.6% | +648.7% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling