-20.0%
OVID vs SPY
+82.0%
-102.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +6.9% | +0.1% | +6.8% | +6.9% |
| 3M | +12.9% | +2.0% | +10.9% | +10.7% |
| 6M | +66.7% | +13.0% | +53.7% | +47.1% |
| YTD | +71.8% | +13.5% | +58.2% | +51.3% |
| 1Y | +117.1% | +20.0% | +97.1% | +82.4% |
| 3Y | -20.9% | +77.2% | -98.1% | -51.2% |
| All | -20.0% | +82.0% | -102.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling