+278.4%
OMC vs SGI
+1,798.9%
-1,520.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.9% | -5.3% | +7.2% | +2.9% |
| 30D | +12.2% | -2.1% | +14.3% | +12.6% |
| 3M | +0.6% | -8.2% | +8.8% | +2.1% |
| 6M | +21.0% | -4.6% | +25.6% | +21.5% |
| YTD | +12.4% | -31.5% | +43.8% | +19.5% |
| 1Y | +25.4% | -30.8% | +56.2% | +33.1% |
| 3Y | +29.2% | +67.2% | -38.0% | +14.6% |
| 5Y | +52.6% | +42.5% | +10.1% | +35.8% |
| 10Y | +53.6% | +321.9% | -268.2% | +2.8% |
| All | +278.4% | +1,798.9% | -1,520.5% | +47.3% |
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 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