+32.5%
OMC vs SPXS
-85.4%
+117.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +2.0% |
| 7D | -6.2% | +6.4% | -12.6% | -4.7% |
| 30D | -7.6% | +6.0% | -13.5% | -6.0% |
| 3M | +7.4% | -11.6% | +19.0% | +4.5% |
| 6M | +0.1% | -28.7% | +28.9% | -7.3% |
| YTD | +0.4% | -26.3% | +26.7% | -5.8% |
| 1Y | +7.8% | -34.9% | +42.7% | -1.9% |
| 3Y | +11.8% | -79.5% | +91.3% | -20.1% |
| 5Y | +32.5% | -85.9% | +118.4% | -6.2% |
| All | +32.5% | -85.4% | +117.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling