+75.5%
OSCR vs SITM
+174.8%
-99.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.3% |
| 7D | +5.8% | +9.7% | -3.9% | +5.4% |
| 30D | +7.1% | +12.7% | -5.6% | +6.2% |
| 3M | +36.7% | -13.4% | +50.1% | +37.8% |
| 6M | +114.3% | +59.6% | +54.7% | +90.7% |
| YTD | +124.4% | +73.3% | +51.1% | +95.6% |
| 1Y | +75.5% | +165.5% | -90.1% | +43.2% |
| All | +75.5% | +174.8% | -99.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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