+19.0%
ON vs SPYM
+13.6%
+5.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +2.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.0% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | -43.6% | +2.0% | -45.6% | -46.2% |
| 6M | +19.0% | +13.1% | +5.9% | -10.8% |
| All | +19.0% | +13.6% | +5.3% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling