-5.8%
OSCR vs SCHG
+122.8%
-128.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | +1.6% | -1.0% | +2.7% | +2.8% |
| 30D | +10.7% | -1.3% | +11.9% | +12.3% |
| 3M | +13.4% | +5.4% | +7.9% | +6.3% |
| 6M | +144.6% | +14.4% | +130.1% | +108.5% |
| YTD | +128.0% | +8.0% | +120.0% | +108.2% |
| 1Y | +68.7% | +12.7% | +55.9% | +46.6% |
| 3Y | +398.8% | +85.6% | +313.2% | +123.4% |
| 5Y | +87.3% | +85.5% | +1.7% | -14.2% |
| All | -5.8% | +122.8% | -128.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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