+48.2%
OMC vs SBAC
+111.6%
-63.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | +10.6% | +3.3% | +7.4% | +9.9% |
| 3M | +2.6% | +3.3% | -0.7% | +1.8% |
| 6M | +16.6% | -10.9% | +27.5% | +19.0% |
| YTD | +10.9% | -1.0% | +11.9% | +10.1% |
| 1Y | +22.1% | -4.5% | +26.5% | +22.1% |
| 3Y | +27.5% | -8.7% | +36.2% | +27.2% |
| 5Y | +50.6% | -40.6% | +91.2% | +62.9% |
| All | +48.2% | +111.6% | -63.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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