-72.7%
OSG vs SPY
+312.5%
-385.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | +11.6% | -0.4% | +11.9% | +12.0% |
| 30D | +7.3% | -1.4% | +8.7% | +8.6% |
| 3M | -9.7% | +3.7% | -13.4% | -13.2% |
| 6M | -9.4% | +13.0% | -22.4% | -20.2% |
| YTD | -35.6% | +12.4% | -48.0% | -43.1% |
| 1Y | -45.1% | +18.5% | -63.7% | -54.0% |
| 3Y | -60.7% | +77.6% | -138.4% | -78.1% |
| 5Y | -63.4% | +81.7% | -145.1% | -80.4% |
| 10Y | -72.7% | +319.7% | -392.3% | -94.0% |
| All | -72.7% | +312.5% | -385.2% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling