+110.6%
OESX vs SPY
+14.6%
+96.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -9.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.6% |
| 30D | -36.8% | -1.0% | -35.7% | -36.4% |
| 3M | +82.7% | -0.3% | +83.0% | +83.2% |
| 6M | +107.7% | +7.3% | +100.3% | +95.7% |
| YTD | +23.5% | +13.3% | +10.2% | +13.3% |
| 1Y | +110.6% | +14.8% | +95.9% | +94.5% |
| All | +110.6% | +14.6% | +96.0% | +94.5% |
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