-34.0%
ON vs SN
+496.6%
-530.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -12.4% | -5.6% | -6.8% | -10.9% |
| 3M | -41.2% | +48.1% | -89.3% | -49.5% |
| 6M | +25.0% | +57.6% | -32.6% | +4.3% |
| YTD | +31.3% | +56.5% | -25.2% | +9.3% |
| 1Y | +45.4% | +52.6% | -7.1% | +21.6% |
| 3Y | -27.4% | +412.0% | -439.4% | -49.4% |
| All | -34.0% | +496.6% | -530.7% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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