+14.2%
OMC vs SIMO
+462.5%
-448.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.7% |
| 7D | -5.8% | +14.6% | -20.4% | -5.7% |
| 30D | -4.8% | +6.2% | -11.0% | -4.7% |
| 3M | +9.2% | +3.6% | +5.7% | +9.1% |
| 6M | -2.5% | +130.8% | -133.3% | -7.2% |
| YTD | +2.6% | +195.8% | -193.2% | -5.7% |
| 1Y | +5.9% | +225.0% | -219.1% | -4.5% |
| 3Y | +14.2% | +452.3% | -438.1% | -11.0% |
| All | +14.2% | +462.5% | -448.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling