+228.5%
OSBC vs SPY
+315.0%
-86.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +2.3% | -3.3% | +5.6% | +5.4% |
| 3M | -1.1% | -2.4% | +1.4% | +1.0% |
| 6M | +18.6% | +2.6% | +16.1% | +15.1% |
| YTD | +30.3% | +11.2% | +19.1% | +16.9% |
| 1Y | +38.7% | +13.4% | +25.3% | +22.1% |
| 3Y | +91.3% | +79.9% | +11.4% | +7.3% |
| 5Y | +94.2% | +72.2% | +22.0% | +12.6% |
| 10Y | +228.5% | +307.3% | -78.8% | -25.0% |
| All | +228.5% | +315.0% | -86.5% | -25.0% |
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 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