+1.5%
SMR vs ONON
+11.8%
-10.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | -5.3% | +10.0% | +6.5% |
| 30D | +3.2% | -13.1% | +16.4% | +8.0% |
| 3M | +9.9% | -29.3% | +39.2% | +20.6% |
| 6M | -15.1% | -34.5% | +19.4% | -4.6% |
| YTD | -27.9% | -42.2% | +14.3% | -15.6% |
| 1Y | -70.2% | -37.3% | -32.9% | -66.5% |
| 3Y | +72.5% | -9.3% | +81.7% | +80.3% |
| All | +1.5% | +11.8% | -10.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling