+2,464.8%
ON vs SPXS
-100.0%
+2,564.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.7% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -3.3% | +0.8% | -4.1% | -2.6% |
| 3M | -43.6% | -4.7% | -38.9% | -43.2% |
| 6M | +19.0% | -29.6% | +48.6% | +4.1% |
| YTD | +37.4% | -29.8% | +67.2% | +20.9% |
| 1Y | +54.8% | -38.9% | +93.7% | +28.8% |
| 3Y | -25.2% | -79.6% | +54.4% | -57.3% |
| 5Y | +62.7% | -85.9% | +148.6% | +5.0% |
| 10Y | +574.3% | -99.5% | +673.9% | +49.7% |
| All | +2,464.8% | -100.0% | +2,564.8% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling