-75.5%
SMR vs ONON
-36.0%
-39.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.1% | -17.8% | -16.0% |
| 7D | -11.2% | -2.1% | -9.2% | -11.0% |
| 30D | -10.2% | -11.6% | +1.4% | -8.4% |
| 3M | -10.0% | -30.1% | +20.1% | -5.1% |
| 6M | -30.5% | -30.5% | 0.0% | -28.3% |
| YTD | -39.2% | -41.0% | +1.8% | -35.7% |
| 1Y | -75.5% | -36.7% | -38.8% | -72.8% |
| All | -75.5% | -36.0% | -39.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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