-67.8%
OSG vs SPY
+71.5%
-139.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.1% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | +14.1% | -3.3% | +17.4% | +16.4% |
| 3M | +6.9% | -2.4% | +9.3% | +8.4% |
| 6M | -1.9% | +2.6% | -4.4% | -4.1% |
| YTD | -32.3% | +11.2% | -43.5% | -37.7% |
| 1Y | -37.9% | +13.4% | -51.2% | -43.6% |
| 3Y | -63.4% | +79.9% | -143.3% | -75.9% |
| 5Y | -67.8% | +72.2% | -140.0% | -78.0% |
| All | -67.8% | +71.5% | -139.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling