+30.2%
OMC vs SIRI
-41.5%
+71.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -4.4% | +0.6% | -4.9% | -4.4% |
| 30D | -7.6% | +2.5% | -10.1% | -8.0% |
| 3M | +4.5% | +6.6% | -2.1% | +3.5% |
| 6M | -0.3% | +32.9% | -33.1% | -4.5% |
| YTD | -0.1% | +50.5% | -50.6% | -6.1% |
| 1Y | +4.6% | +28.0% | -23.3% | +0.4% |
| 3Y | +10.5% | -22.4% | +32.9% | +9.4% |
| All | +30.2% | -41.5% | +71.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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