+2,435.9%
SAP vs OMC
+2,093.5%
+342.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | +1.5% | +6.8% | -5.3% | -1.6% |
| 30D | +8.8% | +16.2% | -7.3% | +1.2% |
| 3M | +12.1% | +6.0% | +6.0% | +8.7% |
| 6M | +34.6% | +17.7% | +16.8% | +24.0% |
| YTD | -2.1% | +13.5% | -15.6% | -9.4% |
| 1Y | -5.5% | +27.2% | -32.7% | -17.6% |
| 3Y | +67.4% | +30.4% | +37.0% | +39.0% |
| 5Y | +74.6% | +53.5% | +21.1% | +30.0% |
| 10Y | +224.0% | +57.0% | +167.0% | +118.9% |
| All | +2,435.9% | +2,093.5% | +342.3% | +476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling