-44.2%
OFS vs SPY
+77.4%
-121.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +9.2% | +0.1% | +9.2% | +9.2% |
| 3M | +16.1% | +2.0% | +14.1% | +15.0% |
| 6M | +7.2% | +13.0% | -5.8% | +0.9% |
| YTD | -9.2% | +13.5% | -22.8% | -14.7% |
| 1Y | -46.3% | +20.0% | -66.2% | -50.5% |
| All | -44.2% | +77.4% | -121.6% | -56.9% |
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