+35.5%
OMC vs SEI
+606.2%
-570.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.3% | -18.1% | -3.4% |
| 7D | -5.8% | +28.8% | -34.6% | -8.3% |
| 30D | -4.8% | +10.4% | -15.2% | -6.1% |
| 3M | +9.2% | -11.4% | +20.7% | +9.2% |
| 6M | -2.5% | +31.2% | -33.7% | -7.7% |
| YTD | +2.6% | +39.7% | -37.2% | -4.5% |
| 1Y | +5.9% | +149.0% | -143.0% | -10.2% |
| 3Y | +14.2% | +560.2% | -546.0% | -25.5% |
| 5Y | +33.2% | +955.7% | -922.4% | -25.9% |
| All | +35.5% | +606.2% | -570.7% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling