+64.0%
OSS vs SPY
+82.0%
-18.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -24.0% | +0.1% | -24.1% | -24.0% |
| 3M | -47.2% | +2.0% | -49.2% | -47.8% |
| 6M | +18.8% | +13.0% | +5.8% | +8.3% |
| YTD | +38.9% | +13.5% | +25.3% | +26.4% |
| 1Y | +71.3% | +20.0% | +51.3% | +51.1% |
| 3Y | +408.7% | +77.2% | +331.5% | +269.8% |
| All | +64.0% | +82.0% | -18.0% | +20.9% |
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