-99.3%
ONFO vs SPY
+92.3%
-191.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.9% |
| 7D | -23.9% | -0.8% | -23.1% | -23.2% |
| 30D | -64.0% | -1.1% | -63.0% | -63.4% |
| 3M | -95.5% | +3.9% | -99.4% | -95.7% |
| 6M | -96.9% | +13.6% | -110.5% | -97.3% |
| YTD | -97.5% | +12.7% | -110.2% | -97.8% |
| 1Y | -98.4% | +17.5% | -115.9% | -98.6% |
| 3Y | -98.3% | +76.9% | -175.2% | -99.0% |
| All | -99.3% | +92.3% | -191.5% | -99.6% |
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