+207.8%
SPMO vs OSCR
-9.0%
+216.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.9% | +1.6% | -2.6% | -1.1% |
| 30D | -1.9% | +10.7% | -12.6% | -2.6% |
| 3M | -1.4% | +13.4% | -14.7% | -2.4% |
| 6M | +25.5% | +144.6% | -119.1% | +17.3% |
| YTD | +24.8% | +128.0% | -103.2% | +17.0% |
| 1Y | +24.5% | +68.7% | -44.2% | +18.2% |
| 3Y | +157.1% | +398.8% | -241.6% | +118.2% |
| 5Y | +149.5% | +87.3% | +62.2% | +112.7% |
| All | +207.8% | -9.0% | +216.8% | +182.7% |
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