+523.3%
ON vs SPG
+113.9%
+409.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | +2.0% | +10.2% | +11.1% |
| 30D | -3.1% | +17.2% | -20.4% | -11.8% |
| 3M | -12.9% | +6.3% | -19.2% | -16.1% |
| 6M | -38.6% | +18.7% | -57.3% | -45.2% |
| YTD | +31.2% | +30.1% | +1.1% | +10.5% |
| 1Y | +47.6% | +32.8% | +14.9% | +22.7% |
| 3Y | +6.6% | +133.6% | -127.0% | -36.6% |
| 5Y | +21.3% | +84.4% | -63.1% | -17.7% |
| All | +523.3% | +113.9% | +409.4% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling