+77.1%
OXSQ vs SPY
+1,016.4%
-939.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -7.8% | +0.1% | -7.8% | -7.9% |
| 3M | +5.3% | +2.0% | +3.3% | +3.5% |
| 6M | -15.8% | +13.0% | -28.8% | -23.9% |
| YTD | -9.2% | +13.5% | -22.7% | -18.2% |
| 1Y | -21.9% | +20.0% | -41.9% | -32.9% |
| 3Y | -22.5% | +77.2% | -99.7% | -53.1% |
| 5Y | -31.2% | +81.9% | -113.1% | -60.2% |
| 10Y | -0.3% | +314.1% | -314.4% | -72.1% |
| All | +77.1% | +1,016.4% | -939.3% | -76.2% |
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