+14,839.3%
SPGI vs OMC
+6,536.5%
+8,302.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -1.4% | +1.6% | -2.9% | -2.0% |
| 30D | +15.3% | +15.3% | -0.1% | +9.0% |
| 3M | +16.5% | +4.5% | +12.0% | +14.5% |
| 6M | +19.8% | +20.8% | -0.9% | +11.0% |
| YTD | -3.2% | +13.5% | -16.7% | -9.0% |
| 1Y | +1.8% | +25.2% | -23.4% | -8.1% |
| 3Y | +30.6% | +30.5% | +0.1% | +13.4% |
| 5Y | +16.0% | +52.7% | -36.6% | -7.4% |
| 10Y | +338.6% | +55.2% | +283.4% | +227.9% |
| All | +14,839.3% | +6,536.5% | +8,302.8% | +4,726.4% |
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