-5.8%
OSCR vs SPYG
+126.8%
-132.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +2.6% |
| 30D | +10.7% | -1.5% | +12.2% | +12.5% |
| 3M | +13.4% | +3.7% | +9.6% | +7.6% |
| 6M | +144.6% | +16.4% | +128.1% | +101.6% |
| YTD | +128.0% | +13.3% | +114.7% | +94.1% |
| 1Y | +68.7% | +17.9% | +50.8% | +37.2% |
| 3Y | +398.8% | +98.3% | +300.4% | +98.2% |
| 5Y | +87.3% | +86.4% | +0.8% | -15.5% |
| All | -5.8% | +126.8% | -132.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling