+188.0%
ON vs SM
+332.5%
-144.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.7% | +11.9% | +9.8% |
| 7D | -1.4% | -22.3% | +20.8% | +4.3% |
| 30D | -10.9% | -21.4% | +10.5% | -6.2% |
| 3M | -14.9% | +1.4% | -16.2% | -16.2% |
| 6M | -33.0% | +0.1% | -33.1% | -34.9% |
| YTD | +27.6% | +59.0% | -31.3% | +8.9% |
| 1Y | +44.5% | +64.3% | -19.9% | +21.9% |
| 3Y | +7.4% | -13.1% | +20.5% | +3.4% |
| 5Y | +18.7% | -13.9% | +32.6% | +9.3% |
| 10Y | +516.0% | +1.7% | +514.3% | +227.5% |
| All | +188.0% | +332.5% | -144.5% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling