-22.9%
OTF vs SPY
+29.5%
-52.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -5.3% | +0.5% | -5.9% | -5.7% |
| 30D | -6.0% | -0.9% | -5.0% | -5.3% |
| 3M | +0.6% | +3.9% | -3.3% | -2.2% |
| 6M | -0.2% | +14.5% | -14.7% | -9.2% |
| YTD | -18.8% | +12.9% | -31.8% | -25.3% |
| 1Y | -16.2% | +19.4% | -35.6% | -25.5% |
| All | -22.9% | +29.5% | -52.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling