+91.5%
OSCR vs SGI
+47.3%
+44.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +1.6% | -4.5% | +6.1% | +3.7% |
| 30D | +10.7% | +4.2% | +6.5% | +8.6% |
| 3M | +13.4% | -7.4% | +20.8% | +16.4% |
| 6M | +144.6% | -15.1% | +159.6% | +157.4% |
| YTD | +128.0% | -24.7% | +152.7% | +152.5% |
| 1Y | +68.7% | -21.8% | +90.4% | +81.3% |
| 3Y | +398.8% | +50.0% | +348.7% | +264.7% |
| All | +91.5% | +47.3% | +44.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling