-98.1%
ONFO vs SPY
+76.5%
-174.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.5% | -11.4% | -11.2% |
| 7D | -24.4% | -0.4% | -24.1% | -24.1% |
| 30D | -60.3% | -1.4% | -59.0% | -59.4% |
| 3M | -95.4% | +3.7% | -99.1% | -95.6% |
| 6M | -96.3% | +13.0% | -109.3% | -96.8% |
| YTD | -97.2% | +12.4% | -109.6% | -97.5% |
| 1Y | -98.1% | +18.5% | -116.6% | -98.4% |
| All | -98.1% | +76.5% | -174.7% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling