+52.8%
OSEA vs SPY
+103.9%
-51.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -3.9% | -1.1% | -2.8% | -3.1% |
| 3M | -2.0% | +3.9% | -5.8% | -4.9% |
| 6M | -1.5% | +13.6% | -15.1% | -10.9% |
| YTD | -2.1% | +12.7% | -14.8% | -10.8% |
| 1Y | +1.6% | +17.5% | -15.9% | -10.4% |
| 3Y | +26.6% | +76.9% | -50.3% | -20.4% |
| All | +52.8% | +103.9% | -51.1% | -13.2% |
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