-98.2%
OM vs SPY
+78.7%
-176.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | -4.7% | +0.5% | -5.2% | -5.5% |
| 30D | -29.2% | -0.9% | -28.2% | -28.3% |
| 3M | -19.7% | +3.9% | -23.6% | -23.9% |
| 6M | +9.1% | +14.5% | -5.4% | -10.1% |
| YTD | -6.5% | +12.9% | -19.4% | -20.6% |
| 1Y | -74.9% | +19.4% | -94.2% | -80.0% |
| 3Y | -98.2% | +78.5% | -176.7% | -99.5% |
| All | -98.2% | +78.7% | -176.9% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling