+82.9%
OSIS vs SPY
+78.0%
+4.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | -0.3% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +3.3% | -3.3% | +6.6% | +7.6% |
| 3M | -14.8% | -2.4% | -12.3% | -12.3% |
| 6M | -12.8% | +2.6% | -15.3% | -15.4% |
| YTD | -21.1% | +11.2% | -32.3% | -30.8% |
| 1Y | -29.3% | +13.4% | -42.7% | -39.3% |
| 3Y | +82.9% | +79.9% | +3.0% | -8.5% |
| All | +82.9% | +78.0% | +4.8% | -8.5% |
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 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