-28.3%
ON vs SPMO
+154.5%
-182.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +1.6% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -13.5% | -0.7% | -12.8% | -12.6% |
| 3M | -36.3% | +2.8% | -39.1% | -37.3% |
| 6M | +17.8% | +24.4% | -6.7% | -9.4% |
| YTD | +29.6% | +24.2% | +5.4% | -0.5% |
| 1Y | +45.8% | +24.5% | +21.3% | +12.0% |
| All | -28.3% | +154.5% | -182.7% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling