+23.9%
OMC vs SGI
-10.7%
+34.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +3.7% |
| 7D | +12.5% | +12.1% | +0.5% | +9.8% |
| 30D | +16.3% | +12.1% | +4.2% | +13.5% |
| 3M | +8.1% | +0.4% | +7.6% | +7.4% |
| 6M | +17.2% | -4.0% | +21.2% | +16.7% |
| YTD | +11.8% | -21.2% | +33.0% | +15.9% |
| 1Y | +23.9% | -12.1% | +36.0% | +28.3% |
| All | +23.9% | -10.7% | +34.6% | +28.3% |
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