+30.5%
OMC vs SAN
+254.8%
-224.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | +15.3% | -6.3% | +21.6% | +16.7% |
| 3M | +4.5% | -14.1% | +18.6% | +7.5% |
| 6M | +20.8% | +4.2% | +16.6% | +19.0% |
| YTD | +13.5% | +9.0% | +4.5% | +10.5% |
| 1Y | +25.2% | +18.8% | +6.5% | +19.7% |
| All | +30.5% | +254.8% | -224.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling