-8.7%
OSCR vs STT
+193.7%
-202.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.7% | +1.0% | +3.7% | +4.2% |
| 30D | +14.8% | +2.8% | +12.0% | +13.0% |
| 3M | +16.7% | +18.1% | -1.4% | +5.8% |
| 6M | +127.5% | +59.2% | +68.3% | +75.0% |
| YTD | +121.0% | +51.5% | +69.6% | +74.7% |
| 1Y | +58.4% | +75.7% | -17.3% | +15.7% |
| 3Y | +392.4% | +200.8% | +191.6% | +158.8% |
| 5Y | +80.5% | +155.8% | -75.3% | +0.7% |
| All | -8.7% | +193.7% | -202.4% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling