+8.4%
OMC vs SGI
-17.2%
+25.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.4% | +8.5% | -15.0% | -7.8% |
| 30D | +1.1% | +0.7% | +0.4% | +1.0% |
| 3M | +10.4% | +0.6% | +9.8% | +10.0% |
| 6M | -1.7% | -17.9% | +16.2% | +1.6% |
| YTD | +4.4% | -21.2% | +25.6% | +9.0% |
| 1Y | +8.4% | -18.9% | +27.3% | +16.3% |
| All | +8.4% | -17.2% | +25.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling