+190.7%
OSBC vs SPY
+308.5%
-117.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.1% | +3.3% | -0.2% | +0.1% |
| 30D | +1.6% | -2.7% | +4.3% | +4.1% |
| 3M | -2.4% | -1.7% | -0.6% | -1.0% |
| 6M | +21.2% | +3.1% | +18.1% | +17.0% |
| YTD | +30.4% | +11.9% | +18.6% | +16.4% |
| 1Y | +38.4% | +12.0% | +26.4% | +23.3% |
| 3Y | +90.7% | +78.2% | +12.5% | +8.0% |
| 5Y | +95.5% | +73.2% | +22.3% | +12.7% |
| All | +190.7% | +308.5% | -117.8% | -35.8% |
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