+17.7%
STM vs OSCR
+398.9%
-381.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -1.1% | +1.1% | -2.1% | -1.2% |
| 30D | -7.8% | +16.5% | -24.3% | -9.3% |
| 3M | -28.2% | +17.0% | -45.2% | -29.6% |
| 6M | +52.0% | +145.0% | -93.0% | +35.2% |
| YTD | +96.4% | +126.7% | -30.3% | +75.7% |
| 1Y | +98.8% | +67.2% | +31.6% | +82.4% |
| All | +17.7% | +398.9% | -381.2% | -6.8% |
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