-5.8%
OSCR vs SPXS
-91.7%
+85.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.6% |
| 7D | +1.6% | +2.5% | -0.9% | +2.9% |
| 30D | +10.7% | +4.2% | +6.5% | +13.3% |
| 3M | +13.4% | -9.3% | +22.7% | +8.6% |
| 6M | +144.6% | -30.7% | +175.2% | +108.1% |
| YTD | +128.0% | -28.1% | +156.1% | +99.7% |
| 1Y | +68.7% | -35.1% | +103.7% | +42.4% |
| 3Y | +398.8% | -79.6% | +478.4% | +161.5% |
| 5Y | +87.3% | -86.3% | +173.5% | +10.5% |
| All | -5.8% | -91.7% | +85.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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