-8.5%
OSS vs SPY
+72.2%
-80.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.3% |
| 7D | -2.9% | -0.6% | -2.3% | -1.3% |
| 30D | -38.5% | -3.7% | -34.8% | -35.0% |
| 3M | -62.4% | -2.7% | -59.6% | -60.5% |
| 6M | -69.6% | +2.2% | -71.8% | -69.4% |
| YTD | -33.7% | +10.8% | -44.5% | -37.0% |
| 1Y | -12.3% | +11.2% | -23.6% | -16.6% |
| 3Y | +136.8% | +76.5% | +60.3% | +80.0% |
| 5Y | -8.5% | +72.9% | -81.4% | -27.9% |
| All | -8.5% | +72.2% | -80.7% | -27.9% |
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