+54.4%
SAP vs OSCR
+89.4%
-35.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | -1.8% | +16.5% | -18.3% | -3.1% |
| 3M | +20.9% | +17.0% | +3.9% | +19.0% |
| 6M | +7.0% | +145.0% | -138.0% | -1.4% |
| YTD | -13.7% | +126.7% | -140.5% | -20.2% |
| 1Y | -19.6% | +67.2% | -86.8% | -24.3% |
| 3Y | +52.4% | +405.1% | -352.7% | +25.0% |
| 5Y | +54.4% | +86.2% | -31.7% | +27.2% |
| All | +54.4% | +89.4% | -35.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling