+52.0%
SN vs OSCR
+132.2%
-80.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -3.1% |
| 7D | -3.4% | +4.7% | -8.1% | -3.6% |
| 30D | -9.1% | +14.8% | -23.8% | -9.7% |
| 3M | +31.8% | +16.7% | +15.1% | +29.9% |
| 6M | +52.0% | +127.5% | -75.5% | +19.0% |
| All | +52.0% | +132.2% | -80.1% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling