+3.5%
OSS vs SPY
+205.8%
-202.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | +2.4% | +14.8% | +14.6% |
| 7D | +4.6% | +0.1% | +4.5% | +5.4% |
| 30D | -34.8% | -3.3% | -31.4% | -31.3% |
| 3M | -61.9% | -2.4% | -59.4% | -60.2% |
| 6M | -67.8% | +2.6% | -70.4% | -67.7% |
| YTD | -29.7% | +11.2% | -40.9% | -33.9% |
| 1Y | -2.7% | +13.4% | -16.1% | -9.8% |
| 3Y | +156.3% | +79.9% | +76.4% | +61.7% |
| 5Y | -3.6% | +72.2% | -75.8% | -38.1% |
| All | +3.5% | +205.8% | -202.3% | -61.4% |
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