-5.8%
OSCR vs SGI
+99.5%
-105.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +1.6% | -4.5% | +6.1% | +3.5% |
| 30D | +10.7% | +4.2% | +6.5% | +8.7% |
| 3M | +13.4% | -7.4% | +20.8% | +16.2% |
| 6M | +144.6% | -15.1% | +159.6% | +156.6% |
| YTD | +128.0% | -24.7% | +152.7% | +150.9% |
| 1Y | +68.7% | -21.8% | +90.4% | +80.6% |
| 3Y | +398.8% | +50.0% | +348.7% | +277.3% |
| 5Y | +87.3% | +48.9% | +38.3% | +22.0% |
| All | -5.8% | +99.5% | -105.3% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling