+523.3%
ON vs SM
+18.0%
+505.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +12.2% | +9.4% | +2.8% | +10.1% |
| 30D | -3.1% | -14.4% | +11.2% | -0.5% |
| 3M | -12.9% | +1.6% | -14.4% | -14.0% |
| 6M | -38.6% | +6.3% | -44.9% | -40.8% |
| YTD | +31.2% | +78.8% | -47.6% | +11.2% |
| 1Y | +47.6% | +83.1% | -35.5% | +24.2% |
| 3Y | +6.6% | -5.9% | +12.5% | +1.4% |
| 5Y | +21.3% | +4.8% | +16.4% | +9.0% |
| All | +523.3% | +18.0% | +505.3% | +212.8% |
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