-33.1%
OSTX vs SPY
+41.6%
-74.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.9% | -8.5% | -8.6% |
| 7D | -10.6% | -0.8% | -9.9% | -10.0% |
| 30D | +4.3% | -1.1% | +5.4% | +5.5% |
| 3M | -1.8% | +3.9% | -5.6% | -5.3% |
| 6M | +8.4% | +13.6% | -5.2% | -3.6% |
| YTD | +20.0% | +12.7% | +7.3% | +7.5% |
| 1Y | -27.3% | +17.5% | -44.8% | -36.6% |
| All | -33.1% | +41.6% | -74.7% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling