-6.4%
OSCR vs SM
+199.8%
-206.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +1.1% | +2.1% | -1.1% | +0.7% |
| 30D | +16.5% | +18.1% | -1.7% | +12.8% |
| 3M | +17.0% | +17.0% | 0.0% | +12.7% |
| 6M | +145.0% | +55.4% | +89.5% | +119.9% |
| YTD | +126.7% | +108.6% | +18.2% | +90.0% |
| 1Y | +67.2% | +45.7% | +21.6% | +50.8% |
| 3Y | +405.1% | -0.3% | +405.4% | +374.4% |
| 5Y | +86.2% | +113.0% | -26.9% | +52.3% |
| All | -6.4% | +199.8% | -206.2% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling