+105.1%
OSCR vs SM
+70.4%
+34.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -15.3% | +23.9% | +6.0% |
| 7D | +15.5% | -21.5% | +36.9% | +11.6% |
| 30D | +8.5% | -11.4% | +19.9% | +6.6% |
| 3M | +15.8% | +0.6% | +15.2% | +15.6% |
| 6M | +89.5% | +0.2% | +89.3% | +90.0% |
| YTD | +144.9% | +69.7% | +75.2% | +155.1% |
| 1Y | +105.1% | +71.6% | +33.5% | +111.8% |
| All | +105.1% | +70.4% | +34.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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