+95.1%
OMC vs SFM
+132.6%
-37.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.8% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | +1.1% | -4.4% | +5.5% | +1.5% |
| 3M | +10.4% | +1.5% | +8.9% | +9.8% |
| 6M | -1.7% | +6.5% | -8.2% | -3.2% |
| YTD | +4.4% | +2.2% | +2.3% | +3.3% |
| 1Y | +8.4% | -41.9% | +50.3% | +14.5% |
| 3Y | +14.4% | +106.8% | -92.4% | +1.4% |
| 5Y | +33.9% | +231.6% | -197.7% | +9.6% |
| 10Y | +34.9% | +258.4% | -223.6% | +5.0% |
| All | +95.1% | +132.6% | -37.5% | +59.4% |
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