+75.5%
OSCR vs SGI
-17.2%
+92.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.8% | +8.5% | -2.7% | +4.1% |
| 30D | +7.1% | +0.7% | +6.4% | +6.9% |
| 3M | +36.7% | +0.6% | +36.0% | +35.5% |
| 6M | +114.3% | -17.9% | +132.2% | +118.5% |
| YTD | +124.4% | -21.2% | +145.6% | +129.2% |
| 1Y | +75.5% | -18.9% | +94.3% | +84.9% |
| All | +75.5% | -17.2% | +92.6% | +84.9% |
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