+47.6%
ON vs SMR
-87.0%
+134.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -0.9% |
| 7D | -5.8% | -9.5% | +3.7% | -3.8% |
| 30D | -17.1% | -33.2% | +16.1% | -9.9% |
| 3M | -11.8% | -45.9% | +34.1% | -1.9% |
| 6M | -30.2% | -57.9% | +27.7% | -19.1% |
| YTD | +31.6% | -63.8% | +95.4% | +50.8% |
| 1Y | +47.6% | -85.6% | +133.2% | +112.4% |
| All | +47.6% | -87.0% | +134.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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