-99.1%
OPEX vs SPY
+14.1%
-113.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.4% | -16.7% | -14.9% |
| 7D | -31.8% | +2.6% | -34.4% | -41.5% |
| 30D | -71.7% | -2.0% | -69.7% | -67.3% |
| 3M | -92.5% | -2.8% | -89.7% | -90.6% |
| 6M | -96.2% | +2.1% | -98.3% | -96.2% |
| YTD | -98.3% | +11.5% | -109.8% | -99.0% |
| 1Y | -99.3% | +13.5% | -112.8% | -99.7% |
| All | -99.1% | +14.1% | -113.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling