+4,255.7%
SYY vs OMC
+5,896.1%
-1,640.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.8% | -5.8% | +3.0% | -1.1% |
| 30D | -5.3% | -4.8% | -0.5% | -4.0% |
| 3M | +5.1% | +9.2% | -4.1% | +1.7% |
| 6M | -5.0% | -2.5% | -2.5% | -5.2% |
| YTD | +10.7% | +2.6% | +8.1% | +7.7% |
| 1Y | +0.7% | +5.9% | -5.3% | -3.4% |
| 3Y | +24.0% | +14.2% | +9.9% | +14.2% |
| 5Y | +19.3% | +33.2% | -14.0% | +3.0% |
| 10Y | +96.4% | +33.4% | +63.0% | +66.9% |
| All | +4,255.7% | +5,896.1% | -1,640.4% | +1,574.5% |
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 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