+62.9%
ON vs SM
+107.8%
-44.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -3.3% | +26.3% | -29.6% | -9.9% |
| 3M | -43.6% | +8.7% | -52.3% | -45.7% |
| 6M | +19.0% | +51.7% | -32.7% | +0.4% |
| YTD | +37.4% | +99.0% | -61.7% | +4.6% |
| 1Y | +54.8% | +34.6% | +20.2% | +33.9% |
| 3Y | -25.2% | -7.8% | -17.4% | -30.7% |
| All | +62.9% | +107.8% | -44.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling