+84.9%
OSS vs SPY
+74.5%
+10.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.5% | -7.2% |
| 7D | -32.6% | -4.7% | -27.9% | -25.1% |
| 30D | -53.0% | -5.9% | -47.1% | -46.2% |
| 3M | -70.1% | -4.5% | -65.6% | -66.6% |
| 6M | -59.9% | +1.8% | -61.7% | -58.9% |
| YTD | -45.4% | +8.3% | -53.7% | -48.7% |
| 1Y | -31.9% | +9.3% | -41.3% | -36.5% |
| All | +84.9% | +74.5% | +10.4% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling