-78.5%
OFIX vs SPY
+72.2%
-150.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.5% |
| 7D | -18.7% | -0.6% | -18.1% | -18.0% |
| 30D | -22.4% | -3.7% | -18.7% | -19.1% |
| 3M | -30.6% | -2.7% | -27.9% | -28.4% |
| 6M | -38.9% | +2.2% | -41.1% | -40.2% |
| YTD | -53.0% | +10.8% | -63.9% | -57.5% |
| 1Y | -52.6% | +11.2% | -63.9% | -57.3% |
| 3Y | -28.8% | +76.5% | -105.3% | -59.1% |
| 5Y | -78.5% | +72.9% | -151.4% | -87.8% |
| All | -78.5% | +72.2% | -150.7% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling