+232.5%
OMC vs SCHG
+1,121.7%
-889.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -6.2% | -2.7% | -3.5% | -4.4% |
| 30D | -7.6% | -2.2% | -5.3% | -6.1% |
| 3M | +7.4% | +6.2% | +1.2% | +3.0% |
| 6M | +0.1% | +13.4% | -13.2% | -8.4% |
| YTD | +0.4% | +7.1% | -6.7% | -4.5% |
| 1Y | +7.8% | +12.5% | -4.8% | -1.5% |
| 3Y | +11.8% | +86.2% | -74.4% | -30.2% |
| 5Y | +32.5% | +83.9% | -51.5% | -18.8% |
| 10Y | +34.2% | +451.3% | -417.0% | -70.9% |
| All | +232.5% | +1,121.7% | -889.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling