+58.5%
ON vs SPG
+106.4%
-47.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -12.4% | -4.9% | -7.5% | -9.2% |
| 3M | -41.2% | +3.3% | -44.5% | -43.7% |
| 6M | +25.0% | +11.2% | +13.8% | +11.9% |
| YTD | +31.3% | +17.1% | +14.2% | +12.3% |
| 1Y | +45.4% | +21.6% | +23.8% | +19.7% |
| 3Y | -27.4% | +111.9% | -139.3% | -63.9% |
| 5Y | +58.5% | +106.9% | -48.4% | -17.2% |
| All | +58.5% | +106.4% | -47.9% | -17.2% |
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