+91.5%
OSCR vs SPG
+106.0%
-14.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.8% |
| 3M | +13.4% | -3.6% | +17.0% | +16.0% |
| 6M | +144.6% | +10.4% | +134.1% | +126.6% |
| YTD | +128.0% | +14.4% | +113.7% | +104.2% |
| 1Y | +68.7% | +16.5% | +52.1% | +48.4% |
| 3Y | +398.8% | +106.8% | +292.0% | +159.4% |
| All | +91.5% | +106.0% | -14.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling