-27.5%
ON vs SPXS
-79.5%
+52.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | +0.9% |
| 7D | -1.9% | +1.2% | -3.1% | -0.9% |
| 30D | -11.0% | +5.2% | -16.2% | -7.5% |
| 3M | -39.3% | -9.2% | -30.2% | -41.4% |
| 6M | +19.8% | -29.6% | +49.4% | +1.0% |
| YTD | +31.1% | -27.6% | +58.7% | +13.7% |
| 1Y | +46.0% | -36.7% | +82.7% | +18.5% |
| All | -27.5% | -79.5% | +52.0% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling