-11.7%
OSS vs SPY
+198.7%
-210.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.6% |
| 7D | -16.1% | -2.7% | -13.4% | -13.1% |
| 30D | -45.8% | -5.4% | -40.4% | -41.7% |
| 3M | -67.6% | -4.1% | -63.6% | -65.6% |
| 6M | -71.9% | +0.7% | -72.6% | -71.3% |
| YTD | -40.0% | +8.7% | -48.6% | -42.3% |
| 1Y | -19.3% | +10.9% | -30.2% | -23.5% |
| 3Y | +103.3% | +75.0% | +28.3% | +31.6% |
| 5Y | -20.2% | +67.8% | -88.0% | -47.4% |
| All | -11.7% | +198.7% | -210.4% | -66.3% |
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