-93.4%
ONMD vs SPY
+92.5%
-185.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -11.6% | -1.1% | -10.6% | -11.3% |
| 3M | +11.8% | +3.9% | +8.0% | +10.7% |
| 6M | -14.2% | +13.6% | -27.8% | -16.8% |
| YTD | -40.6% | +12.7% | -53.3% | -42.5% |
| 1Y | -28.1% | +17.5% | -45.6% | -30.9% |
| 3Y | -94.2% | +76.9% | -171.1% | -94.5% |
| 5Y | -93.5% | +83.6% | -177.1% | -93.9% |
| All | -93.4% | +92.5% | -185.9% | -93.9% |
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