+334.0%
SPGI vs OMC
+56.4%
+277.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.6% | +6.8% | -5.2% | -0.7% |
| 30D | +16.1% | +16.2% | -0.1% | +10.2% |
| 3M | +15.5% | +6.0% | +9.4% | +13.0% |
| 6M | +19.6% | +17.7% | +1.9% | +12.7% |
| YTD | -3.6% | +13.5% | -17.1% | -8.5% |
| 1Y | +2.2% | +27.2% | -25.0% | -6.9% |
| 3Y | +30.1% | +30.4% | -0.3% | +14.9% |
| 5Y | +14.9% | +53.5% | -38.6% | -6.3% |
| 10Y | +334.0% | +57.0% | +277.0% | +226.9% |
| All | +334.0% | +56.4% | +277.6% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling