-98.1%
OSRH vs SPY
+98.8%
-196.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.6% | -13.1% | -13.7% |
| 7D | -22.9% | -2.0% | -20.9% | -22.9% |
| 30D | -51.0% | -1.7% | -49.4% | -51.1% |
| 3M | -54.8% | +4.7% | -59.5% | -55.0% |
| 6M | -62.2% | +12.5% | -74.7% | -62.6% |
| YTD | -66.5% | +11.7% | -78.2% | -66.9% |
| 1Y | -68.1% | +17.5% | -85.6% | -68.2% |
| 3Y | -98.2% | +76.6% | -174.7% | -98.2% |
| All | -98.1% | +98.8% | -196.9% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling