-19.5%
SAP vs OMC
+9.8%
-29.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | -2.9% | -6.4% | +3.5% | -0.7% |
| 30D | +9.0% | +1.1% | +7.9% | +8.6% |
| 3M | +14.9% | +10.4% | +4.5% | +11.8% |
| 6M | +11.9% | -1.7% | +13.6% | +10.8% |
| YTD | -9.9% | +4.4% | -14.3% | -11.3% |
| 1Y | -19.5% | +8.4% | -28.0% | -21.2% |
| All | -19.5% | +9.8% | -29.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling