-81.3%
OFIX vs SPY
+308.5%
-389.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.0% |
| 7D | -22.2% | +3.3% | -25.5% | -24.5% |
| 30D | -25.1% | -2.7% | -22.4% | -22.8% |
| 3M | -33.3% | -1.7% | -31.5% | -31.9% |
| 6M | -43.0% | +3.1% | -46.1% | -44.6% |
| YTD | -54.2% | +11.9% | -66.1% | -58.8% |
| 1Y | -54.6% | +12.0% | -66.6% | -59.2% |
| 3Y | -30.6% | +78.2% | -108.8% | -59.3% |
| 5Y | -78.6% | +73.2% | -151.9% | -87.2% |
| All | -81.3% | +308.5% | -389.8% | -94.7% |
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 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