+7.5%
SMR vs ONON
+11.7%
-4.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | +13.1% | -3.5% | +16.5% | +14.3% |
| 30D | +17.8% | -30.8% | +48.5% | +31.1% |
| 3M | +8.1% | -29.8% | +37.9% | +19.0% |
| 6M | -11.1% | -34.8% | +23.7% | 0.0% |
| YTD | -23.7% | -42.3% | +18.5% | -10.6% |
| 1Y | -69.4% | -39.5% | -29.9% | -65.1% |
| 3Y | +82.6% | -9.3% | +91.9% | +90.9% |
| All | +7.5% | +11.7% | -4.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling