-99.6%
OM vs SPY
+142.7%
-242.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.0% |
| 7D | -9.8% | -0.4% | -9.4% | -9.4% |
| 30D | -32.9% | -1.4% | -31.5% | -31.6% |
| 3M | -29.4% | +3.7% | -33.1% | -32.9% |
| 6M | +2.8% | +13.0% | -10.2% | -13.2% |
| YTD | -10.8% | +12.4% | -23.2% | -23.4% |
| 1Y | -76.7% | +18.5% | -95.2% | -81.2% |
| 3Y | -98.3% | +77.6% | -175.9% | -99.3% |
| 5Y | -99.6% | +81.7% | -181.3% | -99.8% |
| All | -99.6% | +142.7% | -242.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling