-59.8%
OXSQ vs SPY
+72.1%
-131.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -12.6% | +2.6% | -15.2% | -13.9% |
| 30D | -41.8% | -2.0% | -39.9% | -41.1% |
| 3M | -44.9% | -2.8% | -42.2% | -44.1% |
| 6M | -49.8% | +2.1% | -51.9% | -50.2% |
| YTD | -46.1% | +11.5% | -57.6% | -49.0% |
| 1Y | -49.5% | +13.5% | -63.0% | -52.7% |
| 3Y | -55.0% | +77.7% | -132.7% | -67.2% |
| All | -59.8% | +72.1% | -131.9% | -71.0% |
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 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