+68.7%
OSCR vs SGI
-21.0%
+89.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +1.6% | -4.5% | +6.1% | +2.6% |
| 30D | +10.7% | +4.2% | +6.5% | +9.8% |
| 3M | +13.4% | -7.4% | +20.8% | +14.4% |
| 6M | +144.6% | -15.1% | +159.6% | +148.6% |
| YTD | +128.0% | -24.7% | +152.7% | +135.1% |
| 1Y | +68.7% | -21.8% | +90.4% | +80.4% |
| All | +68.7% | -21.0% | +89.6% | +80.4% |
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