+86.2%
OSCR vs SIMO
+287.2%
-201.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.2% |
| 7D | +1.1% | +12.5% | -11.5% | -0.7% |
| 30D | +16.5% | +18.4% | -1.9% | +13.6% |
| 3M | +17.0% | +5.6% | +11.4% | +13.1% |
| 6M | +145.0% | +116.9% | +28.0% | +93.6% |
| YTD | +126.7% | +188.4% | -61.7% | +63.5% |
| 1Y | +67.2% | +221.3% | -154.0% | +16.3% |
| 3Y | +405.1% | +438.6% | -33.4% | +197.3% |
| 5Y | +86.2% | +287.9% | -201.7% | +25.6% |
| All | +86.2% | +287.2% | -201.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling