+311.0%
SN vs OSCR
+398.9%
-88.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -7.2% | +1.1% | -8.3% | -7.3% |
| 30D | -13.4% | +16.5% | -29.9% | -14.6% |
| 3M | +26.8% | +17.0% | +9.8% | +24.5% |
| 6M | +44.6% | +145.0% | -100.4% | +31.2% |
| YTD | +45.3% | +126.7% | -81.4% | +32.4% |
| 1Y | +40.1% | +67.2% | -27.1% | +30.0% |
| All | +311.0% | +398.9% | -88.0% | +203.2% |
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 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