+84.2%
OPTZ vs SPY
+56.8%
+27.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.2% |
| 30D | -1.2% | -0.9% | -0.3% | -0.1% |
| 3M | +1.4% | +3.9% | -2.4% | -2.8% |
| 6M | +25.1% | +14.5% | +10.5% | +7.5% |
| YTD | +28.4% | +12.9% | +15.5% | +12.2% |
| 1Y | +36.2% | +19.4% | +16.8% | +11.9% |
| All | +84.2% | +56.8% | +27.4% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling