-61.2%
OSG vs SPY
+78.7%
-139.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +9.0% | +0.5% | +8.5% | +8.7% |
| 30D | +0.4% | -0.9% | +1.3% | +1.0% |
| 3M | -9.2% | +3.9% | -13.1% | -11.4% |
| 6M | -9.0% | +14.5% | -23.5% | -17.3% |
| YTD | -36.4% | +12.9% | -49.3% | -41.7% |
| 1Y | -46.1% | +19.4% | -65.4% | -52.6% |
| 3Y | -61.2% | +78.5% | -139.7% | -73.1% |
| All | -61.2% | +78.7% | -139.9% | -73.1% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling