+618.7%
ON vs SPMO
+575.8%
+42.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -5.1% |
| 7D | -2.2% | +3.4% | -5.5% | -6.6% |
| 30D | -12.4% | +0.5% | -13.0% | -13.0% |
| 3M | -41.2% | +1.9% | -43.1% | -41.4% |
| 6M | +25.0% | +27.8% | -2.8% | -6.6% |
| YTD | +31.3% | +26.7% | +4.6% | -1.1% |
| 1Y | +45.4% | +28.9% | +16.5% | +7.4% |
| 3Y | -27.4% | +160.7% | -188.1% | -78.6% |
| 5Y | +58.5% | +150.2% | -91.7% | -48.6% |
| 10Y | +561.8% | +517.5% | +44.3% | -3.3% |
| All | +618.7% | +575.8% | +42.9% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling