+83.8%
OSCV vs SPY
+206.9%
-123.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -3.8% | -1.4% | -2.5% | -2.7% |
| 3M | +1.8% | +3.7% | -1.9% | -1.7% |
| 6M | +4.6% | +13.0% | -8.4% | -6.8% |
| YTD | +11.7% | +12.4% | -0.7% | 0.0% |
| 1Y | +9.2% | +18.5% | -9.4% | -7.0% |
| 3Y | +35.8% | +77.6% | -41.8% | -21.1% |
| 5Y | +33.3% | +81.7% | -48.4% | -24.7% |
| All | +83.8% | +206.9% | -123.1% | -37.8% |
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