+68.7%
OSCR vs SIMO
+239.1%
-170.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.7% | +0.7% |
| 7D | +1.6% | +11.0% | -9.4% | +1.7% |
| 30D | +10.7% | +17.9% | -7.2% | +10.9% |
| 3M | +13.4% | +3.9% | +9.4% | +12.8% |
| 6M | +144.6% | +131.0% | +13.5% | +114.5% |
| YTD | +128.0% | +209.3% | -81.3% | +80.9% |
| 1Y | +68.7% | +223.8% | -155.1% | +27.9% |
| All | +68.7% | +239.1% | -170.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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