+127.5%
OSCR vs SFM
-7.7%
+135.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -2.5% |
| 7D | +4.7% | -7.2% | +11.9% | +7.0% |
| 30D | +14.8% | -14.3% | +29.1% | +20.4% |
| 3M | +16.7% | -13.7% | +30.4% | +22.0% |
| 6M | +127.5% | -6.0% | +133.5% | +133.3% |
| All | +127.5% | -7.7% | +135.2% | +133.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling