+328.5%
OMC vs SBAC
+2,208.1%
-1,879.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | +1.1% | +6.9% | -5.8% | +0.3% |
| 3M | +10.4% | -8.2% | +18.6% | +11.5% |
| 6M | -1.7% | -1.6% | -0.1% | -1.9% |
| YTD | +4.4% | -0.1% | +4.6% | +4.0% |
| 1Y | +8.4% | -0.5% | +8.9% | +7.9% |
| 3Y | +14.4% | -9.1% | +23.5% | +14.4% |
| 5Y | +33.9% | -43.8% | +77.7% | +40.8% |
| 10Y | +34.9% | +80.5% | -45.7% | +22.2% |
| All | +328.5% | +2,208.1% | -1,879.6% | +179.4% |
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