+572.1%
ON vs SPYM
+321.7%
+250.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | 0.0% |
| 7D | -4.7% | -2.0% | -2.7% | -1.2% |
| 30D | -13.5% | -1.6% | -11.9% | -10.8% |
| 3M | -36.3% | +4.7% | -41.1% | -40.7% |
| 6M | +17.8% | +12.6% | +5.2% | -2.2% |
| YTD | +29.6% | +11.8% | +17.8% | +9.0% |
| 1Y | +45.8% | +17.5% | +28.2% | +12.9% |
| 3Y | -28.3% | +77.0% | -105.3% | -71.8% |
| 5Y | +49.6% | +82.6% | -32.9% | -39.8% |
| All | +572.1% | +321.7% | +250.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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