-77.1%
OVID vs SPY
+263.4%
-340.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +16.7% | -0.6% | +17.3% | +17.7% |
| 30D | +13.8% | -3.7% | +17.5% | +18.8% |
| 3M | +6.9% | -2.7% | +9.6% | +10.6% |
| 6M | 0.0% | +2.2% | -2.2% | -1.8% |
| YTD | +71.8% | +10.8% | +60.9% | +55.0% |
| 1Y | +107.4% | +11.2% | +96.2% | +87.6% |
| 3Y | -13.8% | +76.5% | -90.3% | -50.1% |
| 5Y | -20.0% | +72.9% | -92.9% | -53.3% |
| All | -77.1% | +263.4% | -340.5% | -95.4% |
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 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