+535.7%
ON vs SM
+4.2%
+531.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -4.1% | -19.5% | +15.4% | +0.1% |
| 30D | -10.2% | -20.2% | +10.0% | -6.4% |
| 3M | -12.7% | -6.5% | -6.2% | -12.3% |
| 6M | -32.5% | +1.6% | -34.1% | -34.4% |
| YTD | +28.6% | +61.2% | -32.7% | +11.3% |
| 1Y | +43.4% | +65.4% | -22.0% | +23.2% |
| 3Y | +3.3% | -13.0% | +16.3% | -0.2% |
| 5Y | +22.5% | -4.3% | +26.8% | +12.3% |
| 10Y | +535.7% | +3.0% | +532.7% | +226.1% |
| All | +535.7% | +4.2% | +531.5% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling