+568.0%
OSBC vs SPY
+2,727.4%
-2,159.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +2.5% |
| 30D | -0.7% | -5.4% | +4.7% | +3.5% |
| 3M | -5.0% | -4.1% | -1.0% | -2.1% |
| 6M | +16.0% | +0.7% | +15.2% | +14.8% |
| YTD | +26.8% | +8.7% | +18.1% | +18.1% |
| 1Y | +35.8% | +10.9% | +24.9% | +24.5% |
| 3Y | +77.7% | +75.0% | +2.7% | +14.1% |
| 5Y | +87.5% | +67.8% | +19.7% | +23.5% |
| 10Y | +248.5% | +312.9% | -64.4% | +19.3% |
| All | +568.0% | +2,727.4% | -2,159.4% | +12.7% |
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