-35.5%
ONEW vs SPY
+149.3%
-184.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | -2.3% | +2.6% | -4.9% | -5.8% |
| 30D | +6.4% | -2.0% | +8.3% | +9.7% |
| 3M | -23.3% | -2.8% | -20.6% | -19.9% |
| 6M | -14.4% | +2.1% | -16.6% | -16.8% |
| YTD | -13.5% | +11.5% | -25.0% | -25.3% |
| 1Y | -32.6% | +13.5% | -46.0% | -43.1% |
| 3Y | -61.7% | +77.7% | -139.4% | -82.3% |
| 5Y | -81.1% | +72.6% | -153.7% | -90.8% |
| All | -35.5% | +149.3% | -184.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling