+296.2%
OMC vs SIMO
+2,171.3%
-1,875.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +6.8% | -16.0% | +22.8% | +8.6% |
| 30D | +16.2% | -35.8% | +51.9% | +21.0% |
| 3M | +6.0% | -26.5% | +32.5% | +7.7% |
| 6M | +17.7% | -33.0% | +50.7% | +18.4% |
| YTD | +13.5% | +84.3% | -70.9% | -2.7% |
| 1Y | +27.2% | +82.0% | -54.8% | +9.1% |
| 3Y | +30.4% | +218.5% | -188.1% | +1.0% |
| 5Y | +53.5% | +175.0% | -121.5% | +18.5% |
| 10Y | +57.0% | +407.5% | -350.5% | +6.3% |
| All | +296.2% | +2,171.3% | -1,875.1% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling