-21.2%
OFIX vs SPY
+82.6%
-103.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +9.3% |
| 7D | -3.2% | -0.7% | -2.5% | -2.2% |
| 30D | +2.3% | -1.0% | +3.4% | +3.6% |
| 3M | -20.3% | -0.3% | -20.0% | -19.9% |
| 6M | -19.1% | +7.3% | -26.4% | -24.7% |
| YTD | -35.9% | +13.3% | -49.2% | -43.6% |
| 1Y | -34.6% | +14.8% | -49.4% | -43.2% |
| All | -21.2% | +82.6% | -103.8% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling