+84.3%
OPTZ vs SPY
+57.6%
+26.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +1.5% | +0.1% | +1.3% | +1.3% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -2.1% | +2.0% | -4.1% | -4.1% |
| 6M | +20.7% | +13.0% | +7.7% | +5.3% |
| YTD | +28.5% | +13.5% | +14.9% | +11.5% |
| 1Y | +37.3% | +20.0% | +17.3% | +12.2% |
| All | +84.3% | +57.6% | +26.7% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling