+29.7%
OMC vs SFM
+217.9%
-188.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.5% | -3.1% |
| 7D | -4.2% | -7.2% | +2.9% | -3.5% |
| 30D | -7.5% | -14.3% | +6.8% | -6.2% |
| 3M | +4.6% | -13.7% | +18.4% | +5.9% |
| 6M | -4.8% | -6.0% | +1.2% | -4.9% |
| YTD | -1.0% | -8.2% | +7.2% | -0.9% |
| 1Y | +3.8% | -46.2% | +50.1% | +10.2% |
| 3Y | +10.2% | +83.6% | -73.3% | +0.8% |
| 5Y | +29.7% | +212.7% | -183.0% | +13.6% |
| All | +29.7% | +217.9% | -188.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling