+226.8%
SOXX vs OSCR
+401.8%
-175.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | -3.6% | +10.7% | -14.2% | -4.6% |
| 3M | -10.2% | +13.4% | -23.5% | -11.6% |
| 6M | +54.2% | +144.6% | -90.3% | +38.4% |
| YTD | +75.2% | +128.0% | -52.8% | +57.9% |
| 1Y | +107.5% | +68.7% | +38.8% | +90.9% |
| 3Y | +226.8% | +398.8% | -172.0% | +154.8% |
| All | +226.8% | +401.8% | -175.1% | +154.8% |
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