+398.8%
OSCR vs SBAC
-9.4%
+408.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | +10.7% | +2.0% | +8.7% | +10.1% |
| 3M | +13.4% | -8.3% | +21.7% | +15.6% |
| 6M | +144.6% | +0.3% | +144.2% | +143.8% |
| YTD | +128.0% | -2.2% | +130.3% | +127.9% |
| 1Y | +68.7% | -4.6% | +73.3% | +69.7% |
| 3Y | +398.8% | -8.3% | +407.1% | +398.3% |
| All | +398.8% | -9.4% | +408.1% | +398.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling