+50.2%
OMC vs SFM
+140.2%
-90.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.9% | +6.0% | -4.2% | +1.2% |
| 30D | +12.2% | -19.5% | +31.7% | +14.4% |
| 3M | +0.6% | -37.0% | +37.6% | +5.6% |
| 6M | +21.0% | -41.0% | +62.0% | +27.6% |
| YTD | +12.4% | -34.6% | +47.0% | +16.4% |
| 1Y | +25.4% | -36.3% | +61.7% | +30.3% |
| 3Y | +29.2% | +24.5% | +4.7% | +19.8% |
| 5Y | +52.6% | +115.9% | -63.3% | +28.2% |
| All | +50.2% | +140.2% | -90.0% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling