+240.9%
OSBC vs SPY
+314.4%
-73.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.3% |
| 30D | +0.4% | -0.9% | +1.3% | +1.2% |
| 3M | +17.9% | +3.9% | +14.0% | +13.3% |
| 6M | +31.4% | +14.5% | +16.9% | +14.8% |
| YTD | +32.2% | +12.9% | +19.3% | +17.1% |
| 1Y | +39.7% | +19.4% | +20.4% | +17.2% |
| 3Y | +84.5% | +78.5% | +6.0% | +4.2% |
| 5Y | +128.0% | +81.8% | +46.3% | +24.8% |
| All | +240.9% | +314.4% | -73.6% | -29.5% |
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