+59.8%
ON vs SPMO
+149.5%
-89.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +7.7% |
| 7D | +2.4% | -0.9% | +3.3% | +3.8% |
| 30D | -8.6% | -1.9% | -6.7% | -5.8% |
| 3M | -34.3% | -1.4% | -33.0% | -31.5% |
| 6M | +28.5% | +25.5% | +3.0% | -5.1% |
| YTD | +40.6% | +24.8% | +15.8% | +4.1% |
| 1Y | +55.3% | +24.5% | +30.8% | +15.8% |
| 3Y | -22.2% | +157.1% | -179.3% | -81.6% |
| All | +59.8% | +149.5% | -89.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling