-5.8%
OSCR vs SMTC
+131.8%
-137.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.5% |
| 7D | +1.6% | +13.1% | -11.5% | -1.1% |
| 30D | +10.7% | +19.5% | -8.8% | +5.6% |
| 3M | +13.4% | +2.2% | +11.1% | +9.4% |
| 6M | +144.6% | +94.9% | +49.7% | +95.7% |
| YTD | +128.0% | +127.0% | +1.1% | +74.3% |
| 1Y | +68.7% | +174.6% | -105.9% | +21.6% |
| 3Y | +398.8% | +615.9% | -217.1% | +116.1% |
| 5Y | +87.3% | +125.6% | -38.3% | +37.5% |
| All | -5.8% | +131.8% | -137.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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