+63.6%
OSIS vs SPY
+80.4%
-16.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -13.2% | +0.1% | -13.2% | -13.3% |
| 3M | -4.0% | +2.0% | -6.0% | -6.2% |
| 6M | -29.3% | +13.0% | -42.3% | -38.9% |
| YTD | -20.0% | +13.5% | -33.5% | -31.3% |
| 1Y | -13.4% | +20.0% | -33.4% | -30.1% |
| All | +63.6% | +80.4% | -16.8% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling