+486.8%
OMC vs SPXS
-100.0%
+586.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.0% |
| 7D | -4.2% | +1.2% | -5.5% | -3.8% |
| 30D | -7.5% | +5.2% | -12.7% | -5.9% |
| 3M | +4.6% | -9.2% | +13.8% | +2.2% |
| 6M | -4.8% | -29.6% | +24.8% | -13.5% |
| YTD | -1.0% | -27.6% | +26.6% | -8.9% |
| 1Y | +3.8% | -36.7% | +40.6% | -8.0% |
| 3Y | +10.2% | -79.8% | +90.0% | -25.7% |
| 5Y | +29.7% | -85.9% | +115.6% | -10.4% |
| 10Y | +32.3% | -99.5% | +131.8% | -59.4% |
| All | +486.8% | -100.0% | +586.8% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling