+218.6%
OSPN vs SPY
+996.5%
-777.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.9% | +2.6% | +1.3% | +1.1% |
| 30D | +27.6% | -2.0% | +29.6% | +29.9% |
| 3M | +33.7% | -2.8% | +36.4% | +37.4% |
| 6M | +89.6% | +2.1% | +87.4% | +84.4% |
| YTD | +80.2% | +11.5% | +68.7% | +59.2% |
| 1Y | +86.2% | +13.5% | +72.7% | +61.4% |
| 3Y | +139.6% | +77.7% | +61.9% | +28.1% |
| 5Y | +22.3% | +72.6% | -50.3% | -32.1% |
| 10Y | +61.4% | +308.2% | -246.7% | -65.6% |
| All | +218.6% | +996.5% | -777.9% | -66.1% |
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