+399.8%
OFG vs SPY
+307.0%
+92.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +1.7% | +2.6% | -0.9% | -1.1% |
| 30D | +1.5% | -2.0% | +3.5% | +3.3% |
| 3M | -2.8% | -2.8% | 0.0% | -0.3% |
| 6M | +18.8% | +2.1% | +16.6% | +15.1% |
| YTD | +29.1% | +11.5% | +17.6% | +13.4% |
| 1Y | +29.9% | +13.5% | +16.4% | +11.8% |
| 3Y | +78.3% | +77.7% | +0.6% | -7.3% |
| 5Y | +118.3% | +72.6% | +45.7% | +16.5% |
| All | +399.8% | +307.0% | +92.8% | -6.5% |
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 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