+572.1%
ON vs SPXS
-99.5%
+671.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | 0.0% |
| 7D | -4.7% | +6.4% | -11.1% | -1.0% |
| 30D | -13.5% | +6.0% | -19.5% | -10.1% |
| 3M | -36.3% | -11.6% | -24.7% | -39.3% |
| 6M | +17.8% | -28.7% | +46.5% | +2.2% |
| YTD | +29.6% | -26.3% | +55.9% | +15.9% |
| 1Y | +45.8% | -34.9% | +80.7% | +23.8% |
| 3Y | -28.3% | -79.5% | +51.1% | -61.3% |
| 5Y | +49.6% | -85.9% | +135.6% | -8.6% |
| All | +572.1% | -99.5% | +671.7% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling