+47.6%
ON vs SPG
+34.3%
+13.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.4% |
| 7D | -5.8% | +8.2% | -14.0% | -4.7% |
| 30D | -17.1% | +13.5% | -30.6% | -15.6% |
| 3M | -11.8% | +2.2% | -14.0% | -11.5% |
| 6M | -30.2% | +15.9% | -46.1% | -31.9% |
| YTD | +31.6% | +27.6% | +4.0% | +27.5% |
| 1Y | +47.6% | +30.9% | +16.6% | +44.5% |
| All | +47.6% | +34.3% | +13.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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