+56.9%
ON vs SPYM
+81.6%
-24.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.8% |
| 7D | -1.9% | -0.4% | -1.5% | -1.1% |
| 30D | -11.0% | -1.4% | -9.7% | -8.5% |
| 3M | -39.3% | +3.7% | -43.1% | -42.8% |
| 6M | +19.8% | +13.0% | +6.8% | -3.4% |
| YTD | +31.1% | +12.5% | +18.6% | +6.8% |
| 1Y | +46.0% | +18.6% | +27.4% | +7.8% |
| 3Y | -27.5% | +78.0% | -105.5% | -74.6% |
| 5Y | +56.9% | +82.3% | -25.4% | -40.3% |
| All | +56.9% | +81.6% | -24.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling