-5.8%
OSCR vs STT
+196.0%
-201.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | +10.7% | +1.7% | +8.9% | +9.5% |
| 3M | +13.4% | +17.9% | -4.6% | +2.9% |
| 6M | +144.6% | +55.3% | +89.3% | +90.7% |
| YTD | +128.0% | +52.7% | +75.4% | +79.4% |
| 1Y | +68.7% | +75.7% | -7.0% | +23.2% |
| 3Y | +398.8% | +197.9% | +200.9% | +163.6% |
| 5Y | +87.3% | +158.8% | -71.5% | +3.9% |
| All | -5.8% | +196.0% | -201.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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