-48.7%
OSCX vs SPY
+16.1%
-64.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +7.5% |
| 7D | -66.1% | -2.0% | -64.1% | -62.8% |
| 30D | -56.5% | -1.7% | -54.9% | -52.7% |
| 3M | -61.2% | +4.7% | -65.9% | -65.8% |
| 6M | +39.4% | +12.5% | +26.9% | -11.7% |
| YTD | +6.2% | +11.7% | -5.6% | -30.1% |
| All | -48.7% | +16.1% | -64.8% | -72.5% |
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