-78.2%
OMEX vs SPY
+312.5%
-390.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -7.4% | -0.4% | -7.1% | -7.3% |
| 30D | -10.5% | -1.4% | -9.1% | -9.9% |
| 3M | -15.0% | +3.7% | -18.7% | -16.3% |
| 6M | -49.0% | +13.0% | -62.0% | -51.3% |
| YTD | -59.9% | +12.4% | -72.3% | -61.5% |
| 1Y | -50.9% | +18.5% | -69.5% | -53.5% |
| 3Y | -78.9% | +77.6% | -156.5% | -81.9% |
| 5Y | -89.5% | +81.7% | -171.2% | -91.1% |
| 10Y | -78.2% | +319.7% | -397.8% | -83.1% |
| All | -78.2% | +312.5% | -390.7% | -83.1% |
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