-12.5%
SPGI vs OMC
+9.8%
-22.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.7% |
| 7D | +0.1% | -6.4% | +6.6% | +2.3% |
| 30D | +8.4% | +1.1% | +7.3% | +8.0% |
| 3M | +11.8% | +10.4% | +1.4% | +8.2% |
| 6M | +5.7% | -1.7% | +7.4% | +4.9% |
| YTD | -9.7% | +4.4% | -14.1% | -11.0% |
| 1Y | -12.5% | +8.4% | -20.9% | -14.1% |
| All | -12.5% | +9.8% | -22.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling