-5.8%
OSCR vs SPG
+146.4%
-152.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -1.2% | +2.8% | +2.5% |
| 30D | +10.7% | -6.1% | +16.8% | +15.5% |
| 3M | +13.4% | -3.6% | +17.0% | +15.9% |
| 6M | +144.6% | +10.4% | +134.1% | +127.7% |
| YTD | +128.0% | +14.4% | +113.7% | +105.7% |
| 1Y | +68.7% | +16.5% | +52.1% | +49.6% |
| 3Y | +398.8% | +106.8% | +292.0% | +175.8% |
| 5Y | +87.3% | +108.9% | -21.6% | +1.4% |
| All | -5.8% | +146.4% | -152.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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