+105.1%
OSCR vs SBAC
+2.4%
+102.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.7% | +7.2% |
| 7D | +15.5% | +5.8% | +9.7% | +14.0% |
| 30D | +8.5% | +20.8% | -12.3% | +3.4% |
| 3M | +15.8% | +4.8% | +11.1% | +14.4% |
| 6M | +89.5% | -9.1% | +98.6% | +92.7% |
| YTD | +144.9% | +3.1% | +141.8% | +142.1% |
| 1Y | +105.1% | +2.2% | +102.9% | +105.4% |
| All | +105.1% | +2.4% | +102.7% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling