+31.8%
OMC vs SPG
+64.3%
-32.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -6.2% | -2.2% | -4.0% | -5.5% |
| 30D | -7.6% | -5.8% | -1.8% | -5.5% |
| 3M | +7.4% | -2.8% | +10.2% | +8.6% |
| 6M | +0.1% | +8.9% | -8.7% | -3.0% |
| YTD | +0.4% | +14.3% | -13.8% | -4.4% |
| 1Y | +7.8% | +19.5% | -11.7% | +0.9% |
| 3Y | +11.8% | +106.9% | -95.0% | -14.7% |
| 5Y | +32.5% | +108.7% | -76.3% | -0.8% |
| All | +31.8% | +64.3% | -32.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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