-98.7%
OPEX vs SPY
+11.2%
-109.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -42.5% | +0.3% | -42.8% | -44.4% |
| 7D | -46.5% | -2.7% | -43.8% | -35.7% |
| 30D | -68.7% | -5.4% | -63.3% | -55.1% |
| 3M | -87.7% | -4.1% | -83.6% | -83.4% |
| 6M | -96.1% | +0.7% | -96.8% | -95.8% |
| YTD | -97.5% | +8.7% | -106.1% | -98.3% |
| 1Y | -98.4% | +10.9% | -109.2% | -99.1% |
| All | -98.7% | +11.2% | -109.9% | -99.2% |
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 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