+137.1%
OSPN vs SPY
+1,016.7%
-879.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +3.2% | +0.1% | +3.2% | +3.3% |
| 3M | +14.3% | +2.0% | +12.3% | +11.8% |
| 6M | +63.6% | +13.0% | +50.5% | +42.7% |
| YTD | +34.1% | +13.5% | +20.6% | +16.7% |
| 1Y | +14.4% | +20.0% | -5.6% | -6.4% |
| 3Y | +46.1% | +77.2% | -31.1% | -21.1% |
| 5Y | -8.7% | +81.9% | -90.6% | -51.8% |
| 10Y | -5.7% | +314.1% | -319.8% | -80.1% |
| All | +137.1% | +1,016.7% | -879.6% | -75.1% |
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