+2,233.8%
SAP vs OMC
+1,919.2%
+314.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.3% |
| 7D | -2.9% | -6.4% | +3.5% | +0.2% |
| 30D | +9.0% | +1.1% | +7.9% | +8.4% |
| 3M | +14.9% | +10.4% | +4.5% | +9.5% |
| 6M | +11.9% | -1.7% | +13.6% | +12.6% |
| YTD | -9.9% | +4.4% | -14.3% | -13.1% |
| 1Y | -19.5% | +8.4% | -28.0% | -24.4% |
| 3Y | +61.8% | +14.4% | +47.4% | +43.2% |
| 5Y | +56.2% | +33.9% | +22.3% | +24.3% |
| 10Y | +180.6% | +34.9% | +145.8% | +104.9% |
| All | +2,233.8% | +1,919.2% | +314.6% | +452.5% |
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 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