-11.3%
OSPN vs SPY
+81.8%
-93.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.0% |
| 7D | +1.4% | +0.5% | +0.8% | +0.8% |
| 30D | -3.3% | -0.9% | -2.4% | -2.1% |
| 3M | +14.5% | +3.9% | +10.6% | +9.4% |
| 6M | +52.5% | +14.5% | +37.9% | +30.0% |
| YTD | +29.3% | +12.9% | +16.4% | +12.3% |
| 1Y | +7.5% | +19.4% | -11.9% | -12.6% |
| 3Y | +48.9% | +78.5% | -29.5% | -23.4% |
| All | -11.3% | +81.8% | -93.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling