-27.4%
OSS vs SPY
+67.0%
-94.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.5% | -11.0% |
| 7D | -32.6% | -4.7% | -27.9% | -28.4% |
| 30D | -53.0% | -5.9% | -47.1% | -49.2% |
| 3M | -70.1% | -4.5% | -65.6% | -68.1% |
| 6M | -59.9% | +1.8% | -61.7% | -59.1% |
| YTD | -45.4% | +8.3% | -53.7% | -46.9% |
| 1Y | -31.9% | +9.3% | -41.3% | -34.0% |
| 3Y | +84.9% | +74.9% | +10.1% | +43.0% |
| 5Y | -27.4% | +67.3% | -94.7% | -41.3% |
| All | -27.4% | +67.0% | -94.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling