+59.8%
SAP vs OMC
+14.6%
+45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -1.1% |
| 30D | +9.0% | +1.1% | +7.9% | +8.7% |
| 3M | +14.9% | +10.4% | +4.5% | +12.1% |
| 6M | +11.9% | -1.7% | +13.6% | +11.8% |
| YTD | -9.9% | +4.4% | -14.3% | -11.1% |
| 1Y | -19.5% | +8.4% | -28.0% | -21.5% |
| All | +59.8% | +14.6% | +45.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling