+59.8%
ON vs SPXS
-86.0%
+145.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +6.9% |
| 7D | +2.4% | +2.5% | -0.1% | +4.3% |
| 30D | -8.6% | +4.2% | -12.8% | -5.6% |
| 3M | -34.3% | -9.3% | -25.0% | -36.7% |
| 6M | +28.5% | -30.7% | +59.2% | +7.9% |
| YTD | +40.6% | -28.1% | +68.7% | +22.2% |
| 1Y | +55.3% | -35.1% | +90.4% | +29.2% |
| 3Y | -22.2% | -79.6% | +57.4% | -61.0% |
| All | +59.8% | -86.0% | +145.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling