-61.1%
OSG vs SPY
+79.7%
-140.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -12.5% | +0.1% | -12.6% | -12.6% |
| 3M | -8.1% | +2.0% | -10.1% | -9.4% |
| 6M | -11.3% | +13.0% | -24.3% | -18.5% |
| YTD | -36.1% | +13.5% | -49.7% | -41.6% |
| 1Y | -45.9% | +20.0% | -65.9% | -52.5% |
| All | -61.1% | +79.7% | -140.7% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling