+251.7%
OMC vs SGI
+2,083.6%
-1,831.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.4% | +8.5% | -15.0% | -8.0% |
| 30D | +1.1% | +0.7% | +0.4% | +0.8% |
| 3M | +10.4% | +0.6% | +9.8% | +9.9% |
| 6M | -1.7% | -17.9% | +16.2% | +1.2% |
| YTD | +4.4% | -21.2% | +25.6% | +8.2% |
| 1Y | +8.4% | -18.9% | +27.3% | +11.4% |
| 3Y | +14.4% | +52.6% | -38.2% | +2.9% |
| 5Y | +33.9% | +60.7% | -26.8% | +16.4% |
| 10Y | +34.9% | +278.1% | -243.3% | -8.8% |
| All | +251.7% | +2,083.6% | -1,831.9% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling