-4.4%
ON vs SM
-20.0%
+15.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -11.7% | -25.9% | +14.2% | -5.5% |
| 30D | -23.3% | -15.1% | -8.1% | -20.8% |
| 3M | -19.2% | +4.9% | -24.0% | -21.5% |
| 6M | -40.1% | +6.1% | -46.3% | -43.4% |
| YTD | +16.9% | +63.4% | -46.5% | -9.3% |
| 1Y | +29.7% | +72.5% | -42.7% | -2.3% |
| 3Y | -4.4% | -16.9% | +12.5% | -13.9% |
| All | -4.4% | -20.0% | +15.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling