+2,351.0%
ON vs SPXS
-100.0%
+2,451.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.1% | -3.5% |
| 7D | -2.2% | -1.5% | -0.6% | -2.9% |
| 30D | -12.4% | +3.7% | -16.1% | -10.4% |
| 3M | -41.2% | -9.6% | -31.6% | -42.9% |
| 6M | +25.0% | -32.4% | +57.4% | +6.8% |
| YTD | +31.3% | -28.7% | +59.9% | +16.6% |
| 1Y | +45.4% | -38.1% | +83.5% | +22.0% |
| 3Y | -27.4% | -80.1% | +52.7% | -59.1% |
| 5Y | +58.5% | -85.9% | +144.4% | +2.4% |
| 10Y | +561.8% | -99.5% | +661.3% | +48.4% |
| All | +2,351.0% | -100.0% | +2,451.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling