-6.4%
OSCR vs SMTC
+120.5%
-126.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.2% |
| 7D | +1.1% | +17.5% | -16.5% | -2.5% |
| 30D | +16.5% | +21.3% | -4.8% | +10.7% |
| 3M | +17.0% | +3.1% | +13.8% | +12.5% |
| 6M | +145.0% | +81.7% | +63.3% | +99.1% |
| YTD | +126.7% | +115.9% | +10.8% | +75.2% |
| 1Y | +67.2% | +157.8% | -90.6% | +22.3% |
| 3Y | +405.1% | +557.3% | -152.2% | +124.5% |
| 5Y | +86.2% | +114.7% | -28.5% | +38.1% |
| All | -6.4% | +120.5% | -126.9% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling