+237.3%
OSBC vs SPY
+312.5%
-75.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | -0.1% | -1.4% | +1.3% | +1.2% |
| 3M | +15.5% | +3.7% | +11.7% | +11.1% |
| 6M | +29.5% | +13.0% | +16.5% | +14.7% |
| YTD | +30.8% | +12.4% | +18.4% | +16.4% |
| 1Y | +40.2% | +18.5% | +21.7% | +18.4% |
| 3Y | +82.5% | +77.6% | +4.9% | +3.6% |
| 5Y | +126.0% | +81.7% | +44.3% | +23.7% |
| 10Y | +237.3% | +319.7% | -82.4% | -29.9% |
| All | +237.3% | +312.5% | -75.2% | -29.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling