+29.7%
OMC vs SGI
+56.1%
-26.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -7.5% | +5.5% | -13.0% | -9.0% |
| 3M | +4.6% | -3.6% | +8.2% | +5.2% |
| 6M | -4.8% | -15.0% | +10.2% | -1.6% |
| YTD | -1.0% | -23.0% | +22.0% | +5.1% |
| 1Y | +3.8% | -18.4% | +22.3% | +7.9% |
| 3Y | +10.2% | +57.8% | -47.6% | -8.1% |
| 5Y | +29.7% | +51.5% | -21.7% | +1.1% |
| All | +29.7% | +56.1% | -26.4% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling