+395.9%
OSCR vs STT
+194.3%
+201.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +1.1% | -1.4% | +2.4% | +1.7% |
| 30D | +16.5% | +2.2% | +14.3% | +15.1% |
| 3M | +17.0% | +18.8% | -1.8% | +6.5% |
| 6M | +145.0% | +57.9% | +87.0% | +92.9% |
| YTD | +126.7% | +51.0% | +75.7% | +82.5% |
| 1Y | +67.2% | +77.1% | -9.9% | +25.6% |
| All | +395.9% | +194.3% | +201.6% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling