+13,845.6%
SPGI vs OMC
+6,006.3%
+7,839.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.6% |
| 7D | +0.1% | -6.4% | +6.6% | +2.7% |
| 30D | +8.4% | +1.1% | +7.3% | +7.9% |
| 3M | +11.8% | +10.4% | +1.4% | +7.4% |
| 6M | +5.7% | -1.7% | +7.4% | +6.0% |
| YTD | -9.7% | +4.4% | -14.1% | -12.2% |
| 1Y | -12.5% | +8.4% | -20.9% | -16.6% |
| 3Y | +21.8% | +14.4% | +7.4% | +11.4% |
| 5Y | +8.2% | +33.9% | -25.7% | -9.2% |
| 10Y | +309.5% | +34.9% | +274.7% | +223.9% |
| All | +13,845.6% | +6,006.3% | +7,839.4% | +4,556.0% |
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