+47.6%
ON vs SM
+70.4%
-22.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.3% | +13.4% | -3.3% |
| 7D | -5.8% | -21.5% | +15.7% | -8.0% |
| 30D | -17.1% | -11.4% | -5.7% | -17.8% |
| 3M | -11.8% | +0.6% | -12.4% | -10.6% |
| 6M | -30.2% | +0.2% | -30.4% | -28.4% |
| YTD | +31.6% | +69.7% | -38.1% | +35.1% |
| 1Y | +47.6% | +71.6% | -24.0% | +51.4% |
| All | +47.6% | +70.4% | -22.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling