+207.7%
OSIS vs SPY
+312.5%
-104.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | -15.1% | -1.4% | -13.7% | -14.1% |
| 3M | -8.3% | +3.7% | -12.0% | -11.2% |
| 6M | -30.0% | +13.0% | -43.0% | -37.0% |
| YTD | -22.6% | +12.4% | -35.0% | -29.9% |
| 1Y | -14.0% | +18.5% | -32.5% | -25.4% |
| 3Y | +58.1% | +77.6% | -19.5% | +0.2% |
| 5Y | +104.2% | +81.7% | +22.5% | +25.5% |
| 10Y | +207.7% | +319.7% | -112.0% | -10.6% |
| All | +207.7% | +312.5% | -104.8% | -10.6% |
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