+31.8%
OMC vs SGI
+266.5%
-234.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.1% |
| 7D | -6.2% | -4.9% | -1.3% | -5.2% |
| 30D | -7.6% | +1.6% | -9.2% | -8.0% |
| 3M | +7.4% | -3.2% | +10.6% | +7.8% |
| 6M | +0.1% | -16.0% | +16.2% | +2.9% |
| YTD | +0.4% | -25.4% | +25.9% | +5.7% |
| 1Y | +7.8% | -21.6% | +29.3% | +11.9% |
| 3Y | +11.8% | +52.9% | -41.0% | -0.4% |
| 5Y | +32.5% | +47.5% | -15.0% | +14.5% |
| All | +31.8% | +266.5% | -234.7% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling