-79.3%
OFIX vs SPY
+313.4%
-392.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -10.2% | +2.0% | -12.1% | -12.1% |
| 6M | -27.8% | +13.0% | -40.8% | -35.9% |
| YTD | -38.7% | +13.5% | -52.3% | -45.8% |
| 1Y | -36.8% | +20.0% | -56.8% | -46.9% |
| 3Y | -56.3% | +77.2% | -133.5% | -74.3% |
| 5Y | -78.2% | +81.9% | -160.1% | -87.6% |
| All | -79.3% | +313.4% | -392.8% | -94.4% |
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