+135.9%
OMEX vs SPY
+311.8%
-175.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | +0.2% |
| 7D | -12.6% | -0.9% | -11.7% | -13.3% |
| 30D | +1,497.5% | -2.4% | +1,499.9% | +1,508.1% |
| 3M | +1,036.5% | -1.2% | +1,037.7% | +1,038.7% |
| 6M | +798.2% | +3.3% | +795.0% | +785.2% |
| YTD | +422.4% | +12.3% | +410.2% | +399.8% |
| 1Y | +403.2% | +12.4% | +390.7% | +382.0% |
| 3Y | +185.2% | +78.8% | +106.4% | +143.4% |
| 5Y | +57.5% | +75.2% | -17.6% | +33.4% |
| 10Y | +135.9% | +311.1% | -175.2% | +79.7% |
| All | +135.9% | +311.8% | -175.8% | +79.7% |
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