-5.8%
OSCR vs SM
+199.2%
-205.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.6% | +4.6% | -2.9% | +0.8% |
| 30D | +10.7% | +18.2% | -7.5% | +7.2% |
| 3M | +13.4% | +22.5% | -9.2% | +8.3% |
| 6M | +144.6% | +50.6% | +94.0% | +121.0% |
| YTD | +128.0% | +108.1% | +19.9% | +91.1% |
| 1Y | +68.7% | +46.0% | +22.7% | +52.0% |
| 3Y | +398.8% | +2.9% | +395.9% | +364.7% |
| 5Y | +87.3% | +112.6% | -25.3% | +53.2% |
| All | -5.8% | +199.2% | -205.0% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling