+51.3%
STM vs OSCR
-8.3%
+59.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +5.2% | +10.7% | -5.5% | +4.0% |
| 30D | -7.4% | +18.3% | -25.7% | -9.3% |
| 3M | -30.6% | +20.5% | -51.2% | -32.5% |
| 6M | +66.4% | +138.5% | -72.1% | +47.5% |
| YTD | +101.1% | +129.7% | -28.6% | +78.6% |
| 1Y | +97.4% | +62.8% | +34.6% | +80.9% |
| 3Y | +21.1% | +411.8% | -390.6% | -9.8% |
| 5Y | +22.5% | +99.9% | -77.5% | -10.3% |
| All | +51.3% | -8.3% | +59.6% | +21.5% |
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