+209.9%
ON vs SM
+441.6%
-231.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -3.3% | +26.3% | -29.6% | -8.8% |
| 3M | -43.6% | +8.7% | -52.3% | -45.5% |
| 6M | +19.0% | +51.7% | -32.7% | +4.4% |
| YTD | +37.4% | +99.0% | -61.7% | +12.1% |
| 1Y | +54.8% | +34.6% | +20.2% | +38.0% |
| 3Y | -25.2% | -7.8% | -17.4% | -28.6% |
| 5Y | +62.7% | +104.8% | -42.1% | +22.8% |
| 10Y | +574.3% | +7.2% | +567.1% | +256.7% |
| All | +209.9% | +441.6% | -231.6% | -31.6% |
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