+489.2%
OFG vs SPY
+312.9%
+176.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | -0.1% |
| 7D | +1.6% | -2.7% | +4.3% | +4.4% |
| 30D | +0.7% | -5.4% | +6.1% | +6.5% |
| 3M | -3.2% | -4.1% | +0.8% | +0.7% |
| 6M | +12.1% | +0.7% | +11.4% | +10.4% |
| YTD | +26.9% | +8.7% | +18.2% | +14.7% |
| 1Y | +29.7% | +10.9% | +18.8% | +14.4% |
| 3Y | +72.7% | +75.0% | -2.3% | -8.7% |
| 5Y | +112.0% | +67.8% | +44.2% | +16.8% |
| All | +489.2% | +312.9% | +176.3% | +31.4% |
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