-23.3%
ONON vs SPYG
+86.8%
-110.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -3.5% | +0.3% | -3.8% | -3.8% |
| 30D | -30.8% | -1.7% | -29.1% | -29.1% |
| 3M | -29.8% | +3.6% | -33.5% | -33.6% |
| 6M | -34.8% | +16.6% | -51.4% | -47.6% |
| YTD | -42.3% | +13.4% | -55.6% | -51.8% |
| 1Y | -39.5% | +19.6% | -59.1% | -53.7% |
| 3Y | -9.3% | +99.8% | -109.1% | -68.7% |
| All | -23.3% | +86.8% | -110.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 all: compounded portfolio wealth divided by compounded SPYG 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…
all analysis · Full analysis span regression · 6 months rolling