+62.5%
OMER vs SPY
+322.5%
-260.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.7% |
| 7D | -3.5% | -0.8% | -2.8% | -2.6% |
| 30D | +33.3% | -1.1% | +34.4% | +35.4% |
| 3M | +79.6% | +3.9% | +75.7% | +72.1% |
| 6M | +53.2% | +13.6% | +39.6% | +31.6% |
| YTD | +6.4% | +12.7% | -6.3% | -8.1% |
| 1Y | +335.2% | +17.5% | +317.7% | +259.8% |
| 3Y | +431.4% | +76.9% | +354.5% | +169.4% |
| 5Y | +17.0% | +83.6% | -66.6% | -41.6% |
| All | +62.5% | +322.5% | -260.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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