-5.9%
SAP vs OSCR
+104.5%
-110.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.5% |
| 7D | +1.3% | +15.5% | -14.1% | +0.1% |
| 30D | +15.5% | +8.5% | +7.0% | +14.7% |
| 3M | +22.8% | +15.8% | +7.0% | +21.0% |
| 6M | +42.5% | +89.5% | -47.0% | +34.2% |
| YTD | +0.5% | +144.9% | -144.3% | -6.9% |
| 1Y | -5.9% | +105.1% | -111.0% | -12.7% |
| All | -5.9% | +104.5% | -110.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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