+403.0%
SMH vs OSCR
-9.0%
+412.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | -2.8% | +10.7% | -13.5% | -4.0% |
| 3M | -6.7% | +13.4% | -20.1% | -8.5% |
| 6M | +41.8% | +144.6% | -102.8% | +26.4% |
| YTD | +57.9% | +128.0% | -70.2% | +41.5% |
| 1Y | +87.6% | +68.7% | +19.0% | +72.0% |
| 3Y | +282.9% | +398.8% | -115.8% | +189.6% |
| 5Y | +330.4% | +87.3% | +243.1% | +222.0% |
| All | +403.0% | -9.0% | +412.0% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling