-5.8%
OSCR vs SFM
+235.6%
-241.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.6% | -10.6% | +12.2% | +2.7% |
| 30D | +10.7% | -15.5% | +26.1% | +12.5% |
| 3M | +13.4% | -17.4% | +30.8% | +15.3% |
| 6M | +144.6% | -3.4% | +148.0% | +145.7% |
| YTD | +128.0% | -8.7% | +136.7% | +129.9% |
| 1Y | +68.7% | -47.2% | +115.8% | +75.6% |
| 3Y | +398.8% | +82.7% | +316.1% | +410.2% |
| 5Y | +87.3% | +214.3% | -127.0% | +96.4% |
| All | -5.8% | +235.6% | -241.4% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling