+398.8%
OSCR vs SFM
+82.1%
+316.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | -10.6% | +12.2% | +3.8% |
| 30D | +10.7% | -15.5% | +26.1% | +14.2% |
| 3M | +13.4% | -17.4% | +30.8% | +17.2% |
| 6M | +144.6% | -3.4% | +148.0% | +146.1% |
| YTD | +128.0% | -8.7% | +136.7% | +131.4% |
| 1Y | +68.7% | -47.2% | +115.8% | +87.7% |
| 3Y | +398.8% | +82.7% | +316.1% | +305.0% |
| All | +398.8% | +82.1% | +316.7% | +305.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling