-81.9%
OPXS vs SPY
+756.2%
-838.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -14.8% | -0.9% | -13.9% | -14.4% |
| 3M | -19.4% | +3.9% | -23.2% | -20.7% |
| 6M | -21.6% | +14.5% | -36.2% | -26.6% |
| YTD | -28.0% | +12.9% | -40.9% | -32.0% |
| 1Y | -9.0% | +19.4% | -28.4% | -15.9% |
| 3Y | +157.2% | +78.5% | +78.7% | +97.4% |
| 5Y | +500.6% | +81.8% | +418.8% | +350.3% |
| 10Y | +1,143.1% | +311.5% | +831.5% | +442.9% |
| All | -81.9% | +756.2% | -838.1% | -96.0% |
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