+33.2%
OMC vs SIMO
+297.1%
-263.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.1% |
| 7D | -5.8% | +14.6% | -20.4% | -6.3% |
| 30D | -4.8% | +6.2% | -11.0% | -5.2% |
| 3M | +9.2% | +3.6% | +5.7% | +8.1% |
| 6M | -2.5% | +130.8% | -133.3% | -11.5% |
| YTD | +2.6% | +195.8% | -193.2% | -10.7% |
| 1Y | +5.9% | +225.0% | -219.1% | -9.6% |
| 3Y | +14.2% | +452.3% | -438.1% | -12.7% |
| 5Y | +33.2% | +303.6% | -270.4% | +8.5% |
| All | +33.2% | +297.1% | -263.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling