+56.8%
SAP vs OMC
+32.6%
+24.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -0.3% | -5.8% | +5.5% | +1.7% |
| 30D | +2.6% | -4.8% | +7.4% | +4.3% |
| 3M | +16.3% | +9.2% | +7.0% | +13.0% |
| 6M | +6.4% | -2.5% | +8.9% | +7.0% |
| YTD | -11.4% | +2.6% | -14.0% | -12.6% |
| 1Y | -20.4% | +5.9% | -26.4% | -22.6% |
| 3Y | +56.5% | +14.2% | +42.3% | +43.0% |
| 5Y | +56.8% | +33.2% | +23.5% | +31.8% |
| All | +56.8% | +32.6% | +24.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling