+365.7%
OMC vs SBAC
+2,215.3%
-1,849.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +1.9% |
| 30D | +15.3% | +3.1% | +12.2% | +14.9% |
| 3M | +4.5% | +5.1% | -0.7% | +3.8% |
| 6M | +20.8% | -11.4% | +32.2% | +22.3% |
| YTD | +13.5% | +0.2% | +13.3% | +12.8% |
| 1Y | +25.2% | -3.9% | +29.2% | +25.1% |
| 3Y | +30.5% | -7.7% | +38.1% | +30.2% |
| 5Y | +52.7% | -39.7% | +92.4% | +59.2% |
| 10Y | +55.2% | +111.9% | -56.7% | +38.0% |
| All | +365.7% | +2,215.3% | -1,849.6% | +203.2% |
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 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