+54.8%
ON vs SPMO
+29.9%
+24.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -1.5% |
| 7D | +2.4% | +2.0% | +0.4% | -0.7% |
| 30D | -3.3% | -0.4% | -2.9% | -2.6% |
| 3M | -43.6% | -1.9% | -41.7% | -39.6% |
| 6M | +19.0% | +25.0% | -6.1% | -8.2% |
| YTD | +37.4% | +26.0% | +11.3% | +4.6% |
| 1Y | +54.8% | +28.7% | +26.1% | +17.7% |
| All | +54.8% | +29.9% | +24.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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