+1,275.6%
ON vs SPYM
+820.0%
+455.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.3% |
| 30D | -11.0% | -1.4% | -9.7% | -9.0% |
| 3M | -39.3% | +3.7% | -43.1% | -41.9% |
| 6M | +19.8% | +13.0% | +6.8% | +1.7% |
| YTD | +31.1% | +12.5% | +18.6% | +12.3% |
| 1Y | +46.0% | +18.6% | +27.4% | +16.0% |
| 3Y | -27.5% | +78.0% | -105.5% | -67.3% |
| 5Y | +56.9% | +82.3% | -25.4% | -26.2% |
| 10Y | +591.8% | +322.9% | +269.0% | +14.4% |
| All | +1,275.6% | +820.0% | +455.6% | -5.2% |
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