+35.5%
OFS vs SPY
+582.4%
-546.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.2% |
| 7D | -3.8% | -0.6% | -3.2% | -3.3% |
| 30D | -12.7% | -3.7% | -9.0% | -10.0% |
| 3M | +3.1% | -2.7% | +5.8% | +5.3% |
| 6M | +0.8% | +2.2% | -1.4% | -0.5% |
| YTD | -12.9% | +10.8% | -23.7% | -18.8% |
| 1Y | -17.8% | +11.2% | -29.1% | -23.8% |
| 3Y | -44.8% | +76.5% | -121.3% | -64.7% |
| 5Y | -35.8% | +72.9% | -108.7% | -59.1% |
| 10Y | +3.5% | +304.8% | -301.4% | -63.8% |
| All | +35.5% | +582.4% | -546.9% | -66.8% |
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 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