+535.7%
ON vs SPG
+117.2%
+418.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -4.1% | +5.6% | -9.7% | -7.0% |
| 30D | -10.2% | +17.6% | -27.8% | -18.4% |
| 3M | -12.7% | +7.5% | -20.2% | -16.6% |
| 6M | -32.5% | +18.5% | -51.1% | -39.9% |
| YTD | +28.6% | +30.9% | -2.4% | +7.8% |
| 1Y | +43.4% | +34.1% | +9.3% | +18.4% |
| 3Y | +3.3% | +135.5% | -132.2% | -38.8% |
| 5Y | +22.5% | +86.5% | -64.0% | -17.4% |
| 10Y | +535.7% | +116.1% | +419.6% | +208.1% |
| All | +535.7% | +117.2% | +418.5% | +208.1% |
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