+27.6%
ON vs SMR
-14.3%
+42.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -15.7% | +24.2% | +10.4% |
| 7D | +2.4% | -11.2% | +13.6% | +3.2% |
| 30D | -8.6% | -10.2% | +1.6% | -8.1% |
| 3M | -34.3% | -10.0% | -24.3% | -34.2% |
| 6M | +28.5% | -30.5% | +59.0% | +31.6% |
| YTD | +40.6% | -39.2% | +79.8% | +45.0% |
| 1Y | +55.3% | -75.5% | +130.9% | +73.3% |
| 3Y | -22.2% | +45.4% | -67.6% | -37.5% |
| All | +27.6% | -14.3% | +42.0% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling