+6.5%
OFS vs SPY
+311.8%
-305.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.4% |
| 7D | -4.2% | -0.9% | -3.3% | -3.5% |
| 30D | -10.0% | -2.4% | -7.7% | -8.1% |
| 3M | +5.9% | -1.2% | +7.1% | +7.1% |
| 6M | +10.1% | +3.3% | +6.8% | +7.6% |
| YTD | -10.7% | +12.3% | -23.0% | -18.2% |
| 1Y | -17.5% | +12.4% | -29.9% | -24.6% |
| 3Y | -43.4% | +78.8% | -122.2% | -65.7% |
| 5Y | -35.2% | +75.2% | -110.3% | -60.9% |
| 10Y | +6.5% | +311.1% | -304.6% | -67.4% |
| All | +6.5% | +311.8% | -305.3% | -67.4% |
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