+48.2%
OMC vs SIMO
+423.7%
-375.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -0.3% | +14.9% | -15.2% | -1.2% |
| 30D | +10.6% | -27.0% | +37.6% | +12.6% |
| 3M | +2.6% | -25.4% | +28.0% | +3.4% |
| 6M | +16.6% | -30.3% | +46.9% | +16.3% |
| YTD | +10.9% | +95.8% | -84.9% | -5.5% |
| 1Y | +22.1% | +100.0% | -78.0% | +3.6% |
| 3Y | +27.5% | +238.3% | -210.8% | -3.4% |
| 5Y | +50.6% | +187.6% | -137.0% | +14.1% |
| All | +48.2% | +423.7% | -375.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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