-23.3%
ONON vs SPY
+82.4%
-105.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | -5.3% | -2.0% | -3.3% | -2.1% |
| 30D | -13.1% | -1.7% | -11.5% | -10.6% |
| 3M | -29.3% | +4.7% | -34.1% | -34.8% |
| 6M | -34.5% | +12.5% | -47.0% | -46.4% |
| YTD | -42.2% | +11.7% | -54.0% | -52.0% |
| 1Y | -37.3% | +17.5% | -54.8% | -52.4% |
| 3Y | -9.3% | +76.6% | -85.8% | -67.2% |
| All | -23.3% | +82.4% | -105.7% | -69.7% |
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 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