+51.7%
OMC vs SPG
+115.6%
-63.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +2.7% | -1.2% | +0.6% |
| 30D | +15.3% | +16.6% | -1.2% | +9.1% |
| 3M | +4.5% | +8.1% | -3.6% | +1.6% |
| 6M | +20.8% | +19.3% | +1.4% | +13.3% |
| YTD | +13.5% | +31.1% | -17.6% | +2.8% |
| 1Y | +25.2% | +32.8% | -7.5% | +12.9% |
| 3Y | +30.5% | +135.8% | -105.3% | -4.9% |
| 5Y | +52.7% | +85.1% | -32.4% | +18.8% |
| All | +51.7% | +115.6% | -63.8% | -0.1% |
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