+31.8%
OMC vs SFM
+268.6%
-236.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -6.2% | -8.8% | +2.5% | -5.2% |
| 30D | -7.6% | -14.5% | +6.9% | -5.9% |
| 3M | +7.4% | -16.8% | +24.2% | +9.5% |
| 6M | +0.1% | -5.3% | +5.5% | 0.0% |
| YTD | +0.4% | -9.4% | +9.8% | +0.7% |
| 1Y | +7.8% | -46.2% | +53.9% | +15.1% |
| 3Y | +11.8% | +81.3% | -69.4% | -0.2% |
| 5Y | +32.5% | +211.9% | -179.4% | +7.2% |
| All | +31.8% | +268.6% | -236.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling