+14,784.9%
SPGI vs OMC
+6,533.5%
+8,251.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.6% | +6.8% | -5.2% | -1.0% |
| 30D | +16.1% | +16.2% | -0.1% | +9.5% |
| 3M | +15.5% | +6.0% | +9.4% | +12.8% |
| 6M | +19.6% | +17.7% | +1.9% | +11.9% |
| YTD | -3.6% | +13.5% | -17.1% | -9.3% |
| 1Y | +2.2% | +27.2% | -25.0% | -8.2% |
| 3Y | +30.1% | +30.4% | -0.3% | +13.0% |
| 5Y | +14.9% | +53.5% | -38.6% | -8.5% |
| 10Y | +334.0% | +57.0% | +277.0% | +223.0% |
| All | +14,784.9% | +6,533.5% | +8,251.4% | +4,709.6% |
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