+54.1%
SAP vs OSCR
+401.8%
-347.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | +1.1% | +10.7% | -9.6% | +0.2% |
| 3M | +26.1% | +13.4% | +12.8% | +24.4% |
| 6M | +9.8% | +144.6% | -134.8% | +1.3% |
| YTD | -13.6% | +128.0% | -141.6% | -20.0% |
| 1Y | -18.7% | +68.7% | -87.3% | -23.4% |
| 3Y | +54.1% | +398.8% | -344.7% | +27.5% |
| All | +54.1% | +401.8% | -347.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling