+398.8%
OSCR vs SM
-0.9%
+399.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.6% | +4.6% | -2.9% | +1.3% |
| 30D | +10.7% | +18.2% | -7.5% | +9.4% |
| 3M | +13.4% | +22.5% | -9.2% | +11.5% |
| 6M | +144.6% | +50.6% | +94.0% | +133.5% |
| YTD | +128.0% | +108.1% | +19.9% | +108.6% |
| 1Y | +68.7% | +46.0% | +22.7% | +61.6% |
| 3Y | +398.8% | +2.9% | +395.9% | +392.5% |
| All | +398.8% | -0.9% | +399.7% | +392.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling