+1,326.7%
ON vs SPYM
+819.0%
+507.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +3.7% |
| 7D | +3.3% | -0.9% | +4.3% | +5.6% |
| 30D | -3.1% | -2.4% | -0.8% | +1.5% |
| 3M | -9.2% | -1.1% | -8.1% | -6.4% |
| 6M | -31.4% | +3.3% | -34.7% | -32.6% |
| YTD | +36.0% | +12.4% | +23.6% | +18.1% |
| 1Y | +52.0% | +12.5% | +39.5% | +31.9% |
| 3Y | +9.3% | +79.1% | -69.9% | -50.5% |
| 5Y | +26.5% | +75.7% | -49.2% | -36.6% |
| 10Y | +556.1% | +313.9% | +242.3% | +13.1% |
| All | +1,326.7% | +819.0% | +507.7% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling