-11.5%
OFIX vs SPY
+3,091.8%
-3,103.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 6M | -27.8% | +13.0% | -40.8% | -34.2% |
| YTD | -38.7% | +13.5% | -52.3% | -44.3% |
| 1Y | -36.8% | +20.0% | -56.8% | -44.8% |
| 3Y | -56.3% | +77.2% | -133.5% | -70.9% |
| 5Y | -78.2% | +81.9% | -160.1% | -85.8% |
| 10Y | -79.5% | +314.1% | -393.6% | -92.2% |
| All | -11.5% | +3,091.8% | -3,103.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling