-58.0%
OSCX vs SPY
+15.9%
-73.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.5% |
| 7D | +1.2% | +2.6% | -1.3% | -6.4% |
| 30D | -22.7% | -2.0% | -20.7% | -17.1% |
| 3M | -70.4% | -2.8% | -67.6% | -66.6% |
| 6M | -59.1% | +2.1% | -61.2% | -61.6% |
| YTD | -13.2% | +11.5% | -24.7% | -42.4% |
| 1Y | -17.9% | +13.5% | -31.4% | -51.3% |
| All | -58.0% | +15.9% | -73.9% | -77.3% |
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