+105.1%
OSCR vs SGI
-10.7%
+115.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.8% | +7.2% |
| 7D | +15.5% | +12.1% | +3.4% | +12.9% |
| 30D | +8.5% | +12.1% | -3.5% | +6.2% |
| 3M | +15.8% | +0.4% | +15.4% | +15.4% |
| 6M | +89.5% | -4.0% | +93.5% | +89.2% |
| YTD | +144.9% | -21.2% | +166.1% | +146.5% |
| 1Y | +105.1% | -12.1% | +117.1% | +111.4% |
| All | +105.1% | -10.7% | +115.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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