+17.7%
STM vs OSCR
+89.4%
-71.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | -1.1% | +1.1% | -2.1% | -1.2% |
| 30D | -7.8% | +16.5% | -24.3% | -9.6% |
| 3M | -28.2% | +17.0% | -45.2% | -30.0% |
| 6M | +52.0% | +145.0% | -93.0% | +33.3% |
| YTD | +96.4% | +126.7% | -30.3% | +73.5% |
| 1Y | +98.8% | +67.2% | +31.6% | +80.6% |
| 3Y | +18.3% | +405.1% | -386.8% | -14.0% |
| 5Y | +17.7% | +86.2% | -68.5% | -14.4% |
| All | +17.7% | +89.4% | -71.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling