+209.9%
ON vs SPG
+2,764.1%
-2,554.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +2.4% | -2.4% | +4.8% | +3.7% |
| 30D | -3.3% | -6.8% | +3.5% | +0.2% |
| 3M | -43.6% | +2.7% | -46.3% | -44.9% |
| 6M | +19.0% | +5.5% | +13.5% | +14.4% |
| YTD | +37.4% | +15.7% | +21.7% | +25.6% |
| 1Y | +54.8% | +20.9% | +33.9% | +37.9% |
| 3Y | -25.2% | +112.4% | -137.6% | -50.1% |
| 5Y | +62.7% | +101.4% | -38.6% | +12.8% |
| 10Y | +574.3% | +60.6% | +513.7% | +353.9% |
| All | +209.9% | +2,764.1% | -2,554.2% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling