+1,199.7%
OSIS vs SPY
+1,208.0%
-8.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.3% |
| 30D | +0.6% | -2.4% | +3.0% | +2.7% |
| 3M | -15.7% | -1.2% | -14.6% | -14.9% |
| 6M | -15.2% | +3.3% | -18.5% | -17.4% |
| YTD | -22.9% | +12.3% | -35.2% | -29.8% |
| 1Y | -31.5% | +12.4% | -43.9% | -37.6% |
| 3Y | +76.5% | +78.8% | -2.3% | +12.3% |
| 5Y | +105.6% | +75.2% | +30.4% | +31.2% |
| 10Y | +162.0% | +311.1% | -149.1% | -16.7% |
| All | +1,199.7% | +1,208.0% | -8.3% | +85.5% |
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 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