+629.3%
ON vs SPMO
+517.6%
+111.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +7.8% |
| 7D | +2.4% | -0.9% | +3.3% | +3.7% |
| 30D | -8.6% | -1.9% | -6.7% | -6.0% |
| 3M | -34.3% | -1.4% | -33.0% | -31.7% |
| 6M | +28.5% | +25.5% | +3.0% | -2.1% |
| YTD | +40.6% | +24.8% | +15.8% | +7.4% |
| 1Y | +55.3% | +24.5% | +30.8% | +19.5% |
| 3Y | -22.2% | +157.1% | -179.3% | -77.3% |
| 5Y | +62.4% | +149.5% | -87.1% | -48.5% |
| All | +629.3% | +517.6% | +111.7% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling