+7.8%
ON vs SPG
+74.6%
-66.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -11.7% | +4.9% | -16.6% | -14.8% |
| 30D | -23.3% | +15.6% | -38.9% | -31.5% |
| 3M | -19.2% | +4.1% | -23.3% | -21.9% |
| 6M | -40.1% | +13.6% | -53.7% | -47.2% |
| YTD | +16.9% | +27.5% | -10.6% | -6.8% |
| 1Y | +29.7% | +32.2% | -2.5% | 0.0% |
| 3Y | -4.4% | +126.0% | -130.4% | -55.5% |
| All | +7.8% | +74.6% | -66.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling