-8.7%
OSCR vs SFM
+237.2%
-246.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -3.4% |
| 7D | +4.7% | -7.2% | +11.9% | +5.5% |
| 30D | +14.8% | -14.3% | +29.1% | +16.5% |
| 3M | +16.7% | -13.7% | +30.4% | +18.2% |
| 6M | +127.5% | -6.0% | +133.5% | +128.9% |
| YTD | +121.0% | -8.2% | +129.2% | +122.7% |
| 1Y | +58.4% | -46.2% | +104.7% | +64.8% |
| 3Y | +392.4% | +83.6% | +308.8% | +403.4% |
| 5Y | +80.5% | +212.7% | -132.2% | +89.2% |
| All | -8.7% | +237.2% | -246.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling