-99.3%
ONFO vs SPY
+90.6%
-189.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.0% |
| 7D | -23.9% | -2.0% | -21.9% | -22.0% |
| 30D | -63.5% | -1.7% | -61.8% | -62.6% |
| 3M | -95.4% | +4.7% | -100.1% | -95.6% |
| 6M | -96.6% | +12.5% | -109.1% | -97.0% |
| YTD | -97.4% | +11.7% | -109.1% | -97.6% |
| 1Y | -98.2% | +17.5% | -115.7% | -98.4% |
| 3Y | -98.3% | +76.6% | -174.9% | -99.0% |
| All | -99.3% | +90.6% | -189.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling