+17.3%
SPYM vs OMC
+7.0%
+10.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -4.4% | +3.3% | -0.8% |
| 30D | -1.3% | -7.6% | +6.3% | -1.0% |
| 3M | +3.6% | +4.5% | -0.9% | +3.4% |
| 6M | +13.3% | -0.3% | +13.6% | +13.2% |
| YTD | +12.4% | -0.1% | +12.6% | +12.2% |
| 1Y | +17.3% | +4.6% | +12.6% | +16.7% |
| All | +17.3% | +7.0% | +10.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling