+32.5%
OMC vs SEI
+950.2%
-917.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.6% |
| 7D | -6.2% | +20.7% | -26.9% | -6.8% |
| 30D | -7.6% | +9.1% | -16.7% | -7.9% |
| 3M | +7.4% | -6.0% | +13.4% | +7.2% |
| 6M | +0.1% | +18.9% | -18.8% | -1.6% |
| YTD | +0.4% | +40.1% | -39.7% | -2.6% |
| 1Y | +7.8% | +120.6% | -112.9% | +0.5% |
| 3Y | +11.8% | +562.1% | -550.3% | -11.9% |
| 5Y | +32.5% | +954.5% | -922.0% | -5.9% |
| All | +32.5% | +950.2% | -917.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 5y: compounded portfolio wealth divided by compounded SEI 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…
5y analysis · Full analysis span regression · 6 months rolling