+323.8%
SN vs OSCR
+339.0%
-15.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.8% |
| 7D | +0.1% | +10.7% | -10.5% | -0.8% |
| 30D | -5.6% | +18.3% | -23.9% | -7.2% |
| 3M | +48.1% | +20.5% | +27.5% | +44.8% |
| 6M | +57.6% | +138.5% | -80.9% | +42.5% |
| YTD | +56.5% | +129.7% | -73.2% | +41.6% |
| 1Y | +52.6% | +62.8% | -10.2% | +41.4% |
| 3Y | +412.0% | +411.8% | +0.2% | +267.8% |
| All | +323.8% | +339.0% | -15.2% | +212.4% |
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 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