-31.0%
OTF vs SPY
+28.3%
-59.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.7% | +3.3% | -4.0% | -2.9% |
| 30D | +3.5% | -2.7% | +6.2% | +5.3% |
| 3M | -14.5% | -1.7% | -12.8% | -13.6% |
| 6M | -4.7% | +3.1% | -7.7% | -7.0% |
| YTD | -27.4% | +11.9% | -39.3% | -32.9% |
| 1Y | -20.9% | +12.0% | -32.9% | -26.9% |
| All | -31.0% | +28.3% | -59.3% | -42.0% |
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 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