+47.6%
ON vs SPMO
+11.0%
+36.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -0.6% |
| 7D | -5.8% | -8.9% | +3.1% | +8.4% |
| 30D | -17.1% | -13.8% | -3.3% | +4.0% |
| 3M | -11.8% | -12.5% | +0.7% | +8.4% |
| 6M | -30.2% | -1.5% | -28.7% | -21.8% |
| YTD | +31.6% | +11.3% | +20.2% | +24.8% |
| 1Y | +47.6% | +11.5% | +36.1% | +39.8% |
| All | +47.6% | +11.0% | +36.6% | +39.8% |
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