-78.5%
OMEX vs SPY
+78.7%
-157.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.9% |
| 30D | -9.5% | -0.9% | -8.6% | -8.1% |
| 3M | -16.8% | +3.9% | -20.7% | -20.9% |
| 6M | -46.7% | +14.5% | -61.2% | -54.8% |
| YTD | -59.2% | +12.9% | -72.1% | -64.7% |
| 1Y | -52.9% | +19.4% | -72.3% | -61.0% |
| 3Y | -78.5% | +78.5% | -157.0% | -85.5% |
| All | -78.5% | +78.7% | -157.2% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling