+14.2%
OMC vs SGI
+59.4%
-45.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.8% | +9.3% | -15.0% | -8.0% |
| 30D | -4.8% | +6.9% | -11.7% | -6.5% |
| 3M | +9.2% | +2.8% | +6.4% | +7.9% |
| 6M | -2.5% | -12.6% | +10.1% | -0.1% |
| YTD | +2.6% | -21.5% | +24.1% | +8.1% |
| 1Y | +5.9% | -18.8% | +24.7% | +10.2% |
| 3Y | +14.2% | +60.8% | -46.6% | -1.9% |
| All | +14.2% | +59.4% | -45.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling