+31.1%
OMC vs SPXS
-99.6%
+130.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -1.2% |
| 7D | -4.4% | +2.5% | -6.9% | -3.7% |
| 30D | -7.6% | +4.2% | -11.8% | -6.4% |
| 3M | +4.5% | -9.3% | +13.8% | +2.1% |
| 6M | -0.3% | -30.7% | +30.4% | -9.0% |
| YTD | -0.1% | -28.1% | +27.9% | -7.5% |
| 1Y | +4.6% | -35.1% | +39.7% | -5.5% |
| 3Y | +10.5% | -79.6% | +90.0% | -22.7% |
| 5Y | +31.7% | -86.3% | +118.0% | -6.7% |
| All | +31.1% | -99.6% | +130.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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