+105.1%
OSCR vs SFM
-35.8%
+140.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +4.9% | +7.9% |
| 7D | +15.5% | -12.3% | +27.7% | +17.4% |
| 30D | +8.5% | -16.2% | +24.7% | +11.8% |
| 3M | +15.8% | -36.8% | +52.6% | +27.2% |
| 6M | +89.5% | -32.6% | +122.1% | +105.9% |
| YTD | +144.9% | -31.7% | +176.6% | +171.7% |
| 1Y | +105.1% | -35.0% | +140.1% | +128.6% |
| All | +105.1% | -35.8% | +140.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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