+214.9%
OSPN vs SPY
+1,004.4%
-789.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.3% |
| 7D | -6.3% | -0.9% | -5.3% | -5.1% |
| 30D | +24.3% | -2.4% | +26.6% | +27.1% |
| 3M | +37.1% | -1.2% | +38.3% | +38.4% |
| 6M | +90.8% | +3.3% | +87.5% | +83.4% |
| YTD | +78.1% | +12.3% | +65.8% | +56.2% |
| 1Y | +79.0% | +12.4% | +66.6% | +56.8% |
| 3Y | +148.1% | +78.8% | +69.3% | +31.7% |
| 5Y | +18.2% | +75.2% | -57.0% | -35.4% |
| 10Y | +59.6% | +311.1% | -251.5% | -66.2% |
| All | +214.9% | +1,004.4% | -789.5% | -66.7% |
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