+361.0%
OMC vs SBAC
+2,222.3%
-1,861.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +1.9% | +0.6% | +1.2% | +1.8% |
| 30D | +12.2% | +5.5% | +6.7% | +11.5% |
| 3M | +0.6% | +3.1% | -2.5% | +0.1% |
| 6M | +21.0% | -7.0% | +28.0% | +21.9% |
| YTD | +12.4% | +0.5% | +11.9% | +11.7% |
| 1Y | +25.4% | +0.2% | +25.2% | +24.7% |
| 3Y | +29.2% | -7.4% | +36.5% | +28.9% |
| 5Y | +52.6% | -39.7% | +92.3% | +59.1% |
| 10Y | +53.6% | +112.5% | -58.9% | +36.6% |
| All | +361.0% | +2,222.3% | -1,861.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling