+48.2%
OMC vs SAN
+267.7%
-219.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +10.6% | -9.4% | +20.0% | +14.5% |
| 3M | +2.6% | -17.1% | +19.7% | +9.4% |
| 6M | +16.6% | +2.2% | +14.4% | +14.5% |
| YTD | +10.9% | +6.0% | +4.9% | +6.3% |
| 1Y | +22.1% | +12.7% | +9.4% | +14.1% |
| 3Y | +27.5% | +242.1% | -214.7% | -25.8% |
| 5Y | +50.6% | +293.6% | -243.0% | -20.6% |
| All | +48.2% | +267.7% | -219.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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