-14.5%
OPFI vs SPY
+79.8%
-94.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.6% |
| 7D | +3.7% | -2.0% | +5.7% | +6.4% |
| 30D | +15.2% | -1.7% | +16.8% | +17.7% |
| 3M | -8.2% | +4.7% | -13.0% | -13.5% |
| 6M | -17.5% | +12.5% | -30.0% | -29.1% |
| YTD | -27.4% | +11.7% | -39.2% | -37.1% |
| 1Y | -25.5% | +17.5% | -43.0% | -39.3% |
| 3Y | +208.1% | +76.6% | +131.6% | +60.5% |
| 5Y | -14.5% | +82.0% | -96.5% | -54.3% |
| All | -14.5% | +79.8% | -94.3% | -54.3% |
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