+1,277.1%
ON vs SPYM
+812.4%
+464.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +12.2% | +2.6% | +9.7% | +8.2% |
| 30D | -3.1% | -2.0% | -1.1% | +0.9% |
| 3M | -12.9% | -2.8% | -10.1% | -7.7% |
| 6M | -38.6% | +2.2% | -40.7% | -38.7% |
| YTD | +31.2% | +11.5% | +19.7% | +15.3% |
| 1Y | +47.6% | +13.5% | +34.1% | +26.5% |
| 3Y | +6.6% | +78.0% | -71.4% | -51.2% |
| 5Y | +21.3% | +73.1% | -51.9% | -37.9% |
| 10Y | +533.3% | +310.9% | +222.5% | +10.5% |
| All | +1,277.1% | +812.4% | +464.8% | -2.6% |
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 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