-75.8%
OFIX vs SPY
+311.6%
-387.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | -4.1% |
| 7D | -12.9% | -4.7% | -8.2% | -8.4% |
| 30D | -5.2% | -5.9% | +0.7% | +0.8% |
| 3M | -14.4% | -4.5% | -9.9% | -10.2% |
| 6M | -28.3% | +1.8% | -30.1% | -29.5% |
| YTD | -41.2% | +8.3% | -49.5% | -45.4% |
| 1Y | -40.4% | +9.3% | -49.8% | -45.1% |
| 3Y | -27.4% | +74.9% | -102.2% | -56.6% |
| 5Y | -75.3% | +67.3% | -142.5% | -84.7% |
| All | -75.8% | +311.6% | -387.4% | -93.1% |
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