+91.5%
OSCR vs SBAC
-43.5%
+135.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.5% |
| 7D | +1.6% | -2.1% | +3.7% | +2.6% |
| 30D | +10.7% | +2.0% | +8.7% | +9.6% |
| 3M | +13.4% | -8.3% | +21.7% | +17.3% |
| 6M | +144.6% | +0.3% | +144.2% | +140.5% |
| YTD | +128.0% | -2.2% | +130.3% | +125.4% |
| 1Y | +68.7% | -4.6% | +73.3% | +68.8% |
| 3Y | +398.8% | -8.3% | +407.1% | +386.2% |
| All | +91.5% | -43.5% | +135.0% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling