-36.2%
OFIX vs SPY
+75.1%
-111.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.1% |
| 7D | -13.2% | -2.7% | -10.5% | -10.5% |
| 30D | -14.5% | -5.4% | -9.1% | -9.2% |
| 3M | -25.8% | -4.1% | -21.7% | -22.3% |
| 6M | -35.4% | +0.7% | -36.1% | -35.8% |
| YTD | -48.1% | +8.7% | -56.8% | -52.2% |
| 1Y | -46.4% | +10.9% | -57.3% | -51.7% |
| 3Y | -36.2% | +75.0% | -111.2% | -72.5% |
| All | -36.2% | +75.1% | -111.3% | -72.5% |
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