+47.6%
ON vs SPYM
+12.1%
+35.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.5% |
| 7D | +12.2% | +2.6% | +9.7% | +5.3% |
| 30D | -3.1% | -2.0% | -1.1% | +3.2% |
| 3M | -12.9% | -2.8% | -10.1% | -4.8% |
| 6M | -38.6% | +2.2% | -40.7% | -39.6% |
| YTD | +31.2% | +11.5% | +19.7% | +6.2% |
| 1Y | +47.6% | +13.5% | +34.1% | +15.6% |
| All | +47.6% | +12.1% | +35.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling