-26.0%
ONEW vs SPY
+151.9%
-177.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.5% |
| 7D | -15.5% | -0.8% | -14.7% | -14.5% |
| 30D | -12.4% | -1.1% | -11.3% | -11.0% |
| 3M | -3.2% | +3.9% | -7.0% | -8.6% |
| 6M | +4.0% | +13.6% | -9.6% | -13.3% |
| YTD | -0.8% | +12.7% | -13.5% | -15.9% |
| 1Y | -35.2% | +17.5% | -52.7% | -48.2% |
| 3Y | -57.9% | +76.9% | -134.8% | -80.5% |
| 5Y | -71.8% | +83.6% | -155.4% | -87.6% |
| All | -26.0% | +151.9% | -177.9% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling