+113.9%
OFG vs SPY
+67.4%
+46.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | 0.0% |
| 7D | +1.6% | -2.7% | +4.3% | +3.8% |
| 30D | +0.7% | -5.4% | +6.1% | +5.2% |
| 3M | -3.2% | -4.1% | +0.8% | -0.2% |
| 6M | +12.1% | +0.7% | +11.4% | +10.8% |
| YTD | +26.9% | +8.7% | +18.2% | +17.2% |
| 1Y | +29.7% | +10.9% | +18.8% | +17.5% |
| 3Y | +72.7% | +75.0% | -2.3% | +5.9% |
| All | +113.9% | +67.4% | +46.6% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling