+556.1%
ON vs SM
+10.6%
+545.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.2% | +4.6% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | -3.1% | -17.3% | +14.2% | +0.3% |
| 3M | -9.2% | -3.6% | -5.6% | -9.4% |
| 6M | -31.4% | +2.9% | -34.2% | -33.4% |
| YTD | +36.0% | +70.2% | -34.3% | +16.5% |
| 1Y | +52.0% | +66.5% | -14.5% | +30.5% |
| 3Y | +9.3% | -8.2% | +17.5% | +4.4% |
| 5Y | +26.5% | -1.5% | +28.0% | +15.2% |
| 10Y | +556.1% | +11.9% | +544.3% | +233.4% |
| All | +556.1% | +10.6% | +545.6% | +233.4% |
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 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