+104.3%
OSS vs SPY
+212.1%
-107.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 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% | +7.6% |
| YTD | +38.9% | +13.5% | +25.3% | +25.5% |
| 1Y | +71.3% | +20.0% | +51.3% | +48.8% |
| 3Y | +408.7% | +77.2% | +331.5% | +217.6% |
| 5Y | +67.3% | +81.9% | -14.6% | -0.3% |
| All | +104.3% | +212.1% | -107.8% | -26.7% |
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