+546.2%
ON vs SPYG
+561.6%
-15.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -3.8% |
| 7D | -2.2% | +1.2% | -3.4% | -3.7% |
| 30D | -12.4% | -1.6% | -10.9% | -10.5% |
| 3M | -41.2% | +3.4% | -44.6% | -43.0% |
| 6M | +25.0% | +18.9% | +6.1% | +1.4% |
| YTD | +31.3% | +13.8% | +17.5% | +12.7% |
| 1Y | +45.4% | +20.6% | +24.8% | +15.8% |
| 3Y | -27.4% | +100.5% | -127.9% | -70.0% |
| 5Y | +58.5% | +84.6% | -26.1% | -22.0% |
| 10Y | +561.8% | +410.8% | +151.0% | -2.1% |
| All | +546.2% | +561.6% | -15.5% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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