+112.0%
OMC vs SFM
+44.5%
+67.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.3% |
| 7D | +1.6% | -7.1% | +8.6% | +2.4% |
| 30D | +15.3% | -21.4% | +36.7% | +17.9% |
| 3M | +4.5% | -40.1% | +44.6% | +10.1% |
| 6M | +20.8% | -38.0% | +58.8% | +26.3% |
| YTD | +13.5% | -36.5% | +50.0% | +17.9% |
| 1Y | +25.2% | -35.2% | +60.4% | +29.6% |
| 3Y | +30.5% | +23.5% | +7.0% | +22.1% |
| 5Y | +52.7% | +109.7% | -57.0% | +31.1% |
| 10Y | +55.2% | +132.6% | -77.4% | +26.7% |
| All | +112.0% | +44.5% | +67.5% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling