+5.1%
OXSQ vs SPY
+996.2%
-991.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -12.6% | +2.6% | -15.2% | -14.6% |
| 30D | -41.8% | -2.0% | -39.9% | -40.8% |
| 3M | -44.9% | -2.8% | -42.2% | -43.7% |
| 6M | -49.8% | +2.1% | -51.9% | -50.6% |
| YTD | -46.1% | +11.5% | -57.6% | -50.8% |
| 1Y | -49.5% | +13.5% | -63.0% | -54.6% |
| 3Y | -55.0% | +77.7% | -132.7% | -72.8% |
| 5Y | -59.6% | +72.6% | -132.2% | -75.5% |
| 10Y | -41.2% | +308.2% | -349.4% | -83.3% |
| All | +5.1% | +996.2% | -991.1% | -85.7% |
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