+94.8%
OSCR vs SPYG
+4.8%
+90.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.8% | +0.1% | -1.0% |
| 7D | +7.8% | -7.0% | +14.8% | +14.3% |
| 30D | +2.6% | -12.1% | +14.7% | +13.6% |
| 3M | +10.2% | -9.0% | +19.1% | +18.6% |
| 6M | +84.9% | -2.0% | +87.0% | +80.2% |
| YTD | +130.9% | +4.6% | +126.3% | +101.9% |
| 1Y | +94.8% | +4.4% | +90.4% | +70.6% |
| All | +94.8% | +4.8% | +90.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling