+43.4%
ON vs SM
+64.7%
-21.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.8% |
| 7D | -4.1% | -19.5% | +15.4% | -5.8% |
| 30D | -10.2% | -20.2% | +10.0% | -11.8% |
| 3M | -12.7% | -6.5% | -6.2% | -12.2% |
| 6M | -32.5% | +1.6% | -34.1% | -30.9% |
| YTD | +28.6% | +61.2% | -32.7% | +29.0% |
| 1Y | +43.4% | +65.4% | -22.0% | +43.3% |
| All | +43.4% | +64.7% | -21.3% | +43.3% |
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