+179.0%
SAP vs OMC
+29.9%
+149.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.1% |
| 7D | -0.3% | -4.2% | +4.0% | +1.2% |
| 30D | +0.3% | -7.5% | +7.8% | +3.0% |
| 3M | +16.9% | +4.6% | +12.3% | +15.1% |
| 6M | +6.3% | -4.8% | +11.2% | +8.0% |
| YTD | -12.4% | -1.0% | -11.4% | -12.7% |
| 1Y | -21.6% | +3.8% | -25.5% | -23.5% |
| 3Y | +54.8% | +10.2% | +44.6% | +44.3% |
| 5Y | +56.2% | +29.7% | +26.4% | +35.0% |
| 10Y | +179.0% | +32.3% | +146.7% | +126.3% |
| All | +179.0% | +29.9% | +149.2% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling