-30.6%
ONIT vs SPY
+318.9%
-349.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | -0.9% | -2.0% | +1.1% | +1.8% |
| 30D | -11.8% | -1.7% | -10.2% | -9.8% |
| 3M | -7.0% | +4.7% | -11.7% | -13.0% |
| 6M | -11.9% | +12.5% | -24.4% | -25.6% |
| YTD | -24.5% | +11.7% | -36.2% | -35.8% |
| 1Y | -20.9% | +17.5% | -38.4% | -37.4% |
| 3Y | +27.2% | +76.6% | -49.3% | -43.6% |
| 5Y | +21.4% | +82.0% | -60.6% | -49.7% |
| All | -30.6% | +318.9% | -349.4% | -91.9% |
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