+718.8%
ON vs SFM
+41.7%
+677.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +9.0% |
| 7D | -1.4% | -10.2% | +8.8% | -0.1% |
| 30D | -10.9% | -23.9% | +13.0% | -8.3% |
| 3M | -14.9% | -42.3% | +27.4% | -9.3% |
| 6M | -33.0% | -40.1% | +7.1% | -29.4% |
| YTD | +27.6% | -37.8% | +65.4% | +32.8% |
| 1Y | +44.5% | -37.1% | +81.6% | +49.9% |
| 3Y | +7.4% | +21.5% | -14.2% | -2.3% |
| 5Y | +18.7% | +103.8% | -85.0% | -2.5% |
| 10Y | +516.0% | +142.0% | +374.0% | +365.3% |
| All | +718.8% | +41.7% | +677.2% | +576.2% |
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 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