-7.6%
OSS vs SPY
+206.5%
-214.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.0% |
| 7D | +4.6% | +2.6% | +2.0% | +2.1% |
| 30D | -30.0% | -2.0% | -28.0% | -27.4% |
| 3M | -65.6% | -2.8% | -62.8% | -63.9% |
| 6M | -71.6% | +2.1% | -73.7% | -71.3% |
| YTD | -37.2% | +11.5% | -48.7% | -41.1% |
| 1Y | -12.6% | +13.5% | -26.1% | -19.1% |
| 3Y | +121.1% | +77.7% | +43.4% | +40.9% |
| 5Y | -19.8% | +72.6% | -92.4% | -48.5% |
| All | -7.6% | +206.5% | -214.1% | -65.6% |
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