+10.6%
ON vs SPYM
+79.2%
-68.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.9% |
| 7D | +17.0% | +3.3% | +13.7% | +9.3% |
| 30D | -3.9% | -2.6% | -1.2% | +3.0% |
| 3M | -11.5% | -1.7% | -9.8% | -6.7% |
| 6M | -29.2% | +3.1% | -32.3% | -31.2% |
| YTD | +36.2% | +12.0% | +24.2% | +12.2% |
| 1Y | +49.6% | +12.1% | +37.6% | +23.2% |
| All | +10.6% | +79.2% | -68.5% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling