-89.3%
OMEX vs SPY
+81.8%
-171.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | -9.5% | -0.9% | -8.6% | -8.7% |
| 3M | -16.8% | +3.9% | -20.7% | -19.1% |
| 6M | -46.7% | +14.5% | -61.2% | -51.4% |
| YTD | -59.2% | +12.9% | -72.1% | -62.3% |
| 1Y | -52.9% | +19.4% | -72.3% | -57.6% |
| 3Y | -78.5% | +78.5% | -157.0% | -83.4% |
| 5Y | -89.3% | +81.8% | -171.1% | -92.1% |
| All | -89.3% | +81.8% | -171.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling