+202.4%
OPFI vs SPY
+75.5%
+126.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.7% |
| 7D | +3.7% | -2.0% | +5.7% | +6.8% |
| 30D | +15.2% | -1.7% | +16.8% | +18.1% |
| 3M | -8.2% | +4.7% | -13.0% | -14.4% |
| 6M | -17.5% | +12.5% | -30.0% | -31.0% |
| YTD | -27.4% | +11.7% | -39.2% | -38.6% |
| 1Y | -25.5% | +17.5% | -43.0% | -41.5% |
| All | +202.4% | +75.5% | +126.9% | +40.8% |
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 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