+31.1%
OMC vs SCHG
+459.0%
-427.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.0% |
| 7D | -4.4% | -1.0% | -3.3% | -3.8% |
| 30D | -7.6% | -1.3% | -6.3% | -6.9% |
| 3M | +4.5% | +5.4% | -0.9% | +1.4% |
| 6M | -0.3% | +14.4% | -14.7% | -7.8% |
| YTD | -0.1% | +8.0% | -8.2% | -4.6% |
| 1Y | +4.6% | +12.7% | -8.1% | -2.9% |
| 3Y | +10.5% | +85.6% | -75.1% | -24.6% |
| 5Y | +31.7% | +85.5% | -53.8% | -12.1% |
| All | +31.1% | +459.0% | -427.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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