-34.6%
ONIT vs SPY
+12.1%
-46.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | -9.8% | +2.6% | -12.4% | -11.0% |
| 30D | +10.2% | -2.0% | +12.2% | +11.1% |
| 3M | -29.1% | -2.8% | -26.4% | -28.1% |
| 6M | -24.5% | +2.1% | -26.6% | -25.9% |
| YTD | -38.9% | +11.5% | -50.4% | -45.0% |
| 1Y | -34.6% | +13.5% | -48.1% | -42.7% |
| All | -34.6% | +12.1% | -46.7% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling