+293.4%
SN vs OSCR
+333.2%
-39.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | +26.8% | +17.0% | +9.8% | +24.4% |
| 6M | +44.6% | +145.0% | -100.4% | +30.4% |
| YTD | +45.3% | +126.7% | -81.4% | +31.6% |
| 1Y | +40.1% | +67.2% | -27.1% | +29.5% |
| 3Y | +375.3% | +405.1% | -29.8% | +241.8% |
| All | +293.4% | +333.2% | -39.9% | +190.4% |
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