-85.7%
OESX vs SPY
+640.8%
-726.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.1% | -0.5% | +22.6% | +22.5% |
| 7D | +37.4% | +0.5% | +36.8% | +36.7% |
| 30D | +54.9% | -0.9% | +55.9% | +56.0% |
| 3M | +222.6% | +3.9% | +218.7% | +212.9% |
| 6M | +182.1% | +14.5% | +167.5% | +153.6% |
| YTD | +98.4% | +12.9% | +85.5% | +80.8% |
| 1Y | +313.6% | +19.4% | +294.2% | +260.9% |
| 3Y | +110.5% | +78.5% | +32.0% | +30.7% |
| 5Y | -29.7% | +81.8% | -111.4% | -57.5% |
| 10Y | +124.4% | +311.5% | -187.1% | -27.8% |
| All | -85.7% | +640.8% | -726.5% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling