+20.1%
SPYM vs OSCR
+75.7%
-55.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +5.8% | -5.7% | -0.2% |
| 30D | +0.1% | +7.1% | -7.0% | -0.3% |
| 3M | +2.0% | +36.7% | -34.6% | +0.1% |
| 6M | +13.1% | +114.3% | -101.2% | +6.9% |
| YTD | +13.6% | +124.4% | -110.8% | +7.1% |
| 1Y | +20.1% | +75.5% | -55.4% | +13.9% |
| All | +20.1% | +75.7% | -55.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling