+203.2%
ONEY vs SPY
+315.0%
-111.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.6% |
| 7D | 0.0% | +0.1% | 0.0% | -0.1% |
| 30D | +8.5% | -3.3% | +11.8% | +11.4% |
| 3M | +2.6% | -2.4% | +5.1% | +4.5% |
| 6M | +10.9% | +2.6% | +8.4% | +7.9% |
| YTD | +23.0% | +11.2% | +11.8% | +11.2% |
| 1Y | +26.0% | +13.4% | +12.6% | +11.9% |
| 3Y | +69.4% | +79.9% | -10.5% | -1.9% |
| 5Y | +62.0% | +72.2% | -10.1% | -3.1% |
| 10Y | +203.2% | +307.3% | -104.2% | -13.3% |
| All | +203.2% | +315.0% | -111.9% | -13.3% |
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 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