-75.2%
OSG vs SPY
+506.0%
-581.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.9% |
| 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% | -10.4% |
| 6M | -11.3% | +13.0% | -24.3% | -22.3% |
| YTD | -36.1% | +13.5% | -49.7% | -44.5% |
| 1Y | -45.9% | +20.0% | -65.9% | -55.5% |
| 3Y | -62.2% | +77.2% | -139.4% | -79.5% |
| 5Y | -64.4% | +81.9% | -146.3% | -81.5% |
| 10Y | -72.7% | +314.1% | -386.8% | -94.5% |
| All | -75.2% | +506.0% | -581.2% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling