-4.5%
OSS vs SPY
+211.5%
-216.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -6.7% |
| 7D | -25.4% | -0.7% | -24.7% | -24.7% |
| 30D | -44.1% | -1.0% | -43.0% | -43.2% |
| 3M | -67.3% | -0.3% | -67.0% | -67.0% |
| 6M | -52.3% | +7.3% | -59.6% | -54.5% |
| YTD | -35.1% | +13.3% | -48.4% | -40.8% |
| 1Y | -1.3% | +14.8% | -16.1% | -10.5% |
| 3Y | +119.8% | +82.9% | +36.9% | +34.8% |
| 5Y | -14.2% | +75.6% | -89.8% | -46.5% |
| All | -4.5% | +211.5% | -216.0% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling