+145.0%
OSCR vs SBAC
-5.1%
+150.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.4% |
| 7D | +1.1% | -5.3% | +6.3% | +2.7% |
| 30D | +16.5% | +0.4% | +16.1% | +16.4% |
| 3M | +17.0% | -11.9% | +28.9% | +21.7% |
| 6M | +145.0% | -4.5% | +149.4% | +143.7% |
| All | +145.0% | -5.1% | +150.0% | +143.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling