-36.9%
OSG vs SPY
+14.6%
-51.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.3% |
| 7D | +9.4% | -0.7% | +10.1% | +9.3% |
| 30D | +14.0% | -1.0% | +15.0% | +13.8% |
| 3M | -7.3% | -0.3% | -6.9% | -7.3% |
| 6M | +23.1% | +7.3% | +15.8% | +22.2% |
| YTD | -32.9% | +13.3% | -46.2% | -34.6% |
| 1Y | -36.9% | +14.8% | -51.7% | -39.8% |
| All | -36.9% | +14.6% | -51.5% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling