+5.2%
SSPC vs OMC
+15.6%
-10.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.2% | +2.6% | +7.8% |
| 7D | +11.8% | +12.5% | -0.7% | +12.7% |
| 30D | +44.7% | +16.3% | +28.4% | +48.2% |
| 3M | -40.7% | +8.1% | -48.8% | -39.2% |
| All | +5.2% | +15.6% | -10.4% | +6.5% |
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 · Available span rolling