+30.6%
OMC vs SITM
+4,789.7%
-4,759.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.0% |
| 7D | -4.4% | +3.9% | -8.2% | -4.6% |
| 30D | -7.6% | -6.6% | -1.0% | -7.3% |
| 3M | +4.5% | -11.9% | +16.4% | +4.5% |
| 6M | -0.3% | +81.1% | -81.4% | -7.4% |
| YTD | -0.1% | +80.0% | -80.1% | -7.7% |
| 1Y | +4.6% | +145.8% | -141.2% | -6.9% |
| 3Y | +10.5% | +475.9% | -465.4% | -13.8% |
| 5Y | +31.7% | +189.2% | -157.5% | +3.6% |
| All | +30.6% | +4,789.7% | -4,759.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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