+31.1%
OMC vs SAN
+357.1%
-326.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -7.6% | +0.9% | -8.5% | -8.0% |
| 3M | +4.5% | +19.1% | -14.6% | -2.3% |
| 6M | -0.3% | +33.2% | -33.5% | -11.2% |
| YTD | -0.1% | +29.1% | -29.2% | -10.5% |
| 1Y | +4.6% | +50.2% | -45.6% | -11.8% |
| 3Y | +10.5% | +351.0% | -340.6% | -41.6% |
| 5Y | +31.7% | +394.7% | -363.0% | -35.7% |
| All | +31.1% | +357.1% | -326.0% | -39.5% |
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