-94.6%
ONMD vs SPY
+90.4%
-185.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.9% | +2.6% | +1.3% | +3.1% |
| 30D | +13.4% | -2.0% | +15.4% | +14.1% |
| 3M | -31.3% | -2.8% | -28.5% | -30.7% |
| 6M | -42.6% | +2.1% | -44.8% | -42.9% |
| YTD | -51.5% | +11.5% | -62.9% | -52.8% |
| 1Y | -62.1% | +13.5% | -75.6% | -63.3% |
| 3Y | -87.3% | +77.7% | -165.0% | -88.1% |
| 5Y | -94.7% | +72.6% | -167.3% | -95.0% |
| All | -94.6% | +90.4% | -185.0% | -95.0% |
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