+517.6%
SPMO vs OMC
+34.2%
+483.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.9% | -4.4% | +3.4% | +0.1% |
| 30D | -1.9% | -7.6% | +5.7% | -0.1% |
| 3M | -1.4% | +4.5% | -5.9% | -3.4% |
| 6M | +25.5% | -0.3% | +25.7% | +24.3% |
| YTD | +24.8% | -0.1% | +25.0% | +22.6% |
| 1Y | +24.5% | +4.6% | +19.9% | +20.0% |
| 3Y | +157.1% | +10.5% | +146.7% | +139.8% |
| 5Y | +149.5% | +31.7% | +117.8% | +116.2% |
| All | +517.6% | +34.2% | +483.4% | +400.7% |
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