+1,249.8%
OSIS vs SPY
+1,222.6%
+27.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -13.2% | +0.1% | -13.2% | -13.2% |
| 3M | -4.0% | +2.0% | -6.0% | -5.4% |
| 6M | -29.3% | +13.0% | -42.3% | -35.9% |
| YTD | -20.0% | +13.5% | -33.5% | -27.8% |
| 1Y | -13.4% | +20.0% | -33.4% | -25.0% |
| 3Y | +52.5% | +77.2% | -24.7% | -2.3% |
| 5Y | +108.5% | +81.9% | +26.6% | +28.8% |
| 10Y | +198.6% | +314.1% | -115.5% | -5.6% |
| All | +1,249.8% | +1,222.6% | +27.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling