-12.4%
ONEW vs SPY
+153.9%
-166.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.9% |
| 7D | +6.1% | +0.1% | +6.0% | +5.9% |
| 30D | +1.4% | +0.1% | +1.4% | +1.3% |
| 3M | +16.9% | +2.0% | +15.0% | +13.5% |
| 6M | +16.4% | +13.0% | +3.4% | -2.2% |
| YTD | +17.4% | +13.5% | +3.8% | -1.6% |
| 1Y | -22.1% | +20.0% | -42.1% | -39.6% |
| 3Y | -52.5% | +77.2% | -129.6% | -78.0% |
| 5Y | -68.8% | +81.9% | -150.7% | -86.1% |
| All | -12.4% | +153.9% | -166.3% | -76.7% |
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