+318.0%
SPYM vs OMC
+34.2%
+283.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.8% | -4.4% | +3.6% | +0.6% |
| 30D | -1.1% | -7.6% | +6.5% | +1.3% |
| 3M | +3.9% | +4.5% | -0.6% | +1.6% |
| 6M | +13.6% | -0.3% | +13.9% | +12.7% |
| YTD | +12.7% | -0.1% | +12.9% | +10.7% |
| 1Y | +17.6% | +4.6% | +12.9% | +12.9% |
| 3Y | +77.2% | +10.5% | +66.8% | +63.0% |
| 5Y | +84.1% | +31.7% | +52.4% | +54.3% |
| All | +318.0% | +34.2% | +283.8% | +228.3% |
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