-17.3%
OTF vs SPY
+11.9%
-29.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +0.7% | -0.6% | +1.3% | +1.1% |
| 30D | +3.6% | -3.7% | +7.3% | +6.3% |
| 3M | -11.4% | -2.7% | -8.7% | -9.8% |
| 6M | -4.0% | +2.2% | -6.2% | -5.9% |
| YTD | -25.6% | +10.8% | -36.4% | -30.5% |
| 1Y | -17.3% | +11.2% | -28.6% | -23.0% |
| All | -17.3% | +11.9% | -29.2% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling