+32.5%
OMC vs SITM
+176.0%
-143.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | -6.2% | +4.8% | -11.1% | -6.6% |
| 30D | -7.6% | -9.7% | +2.2% | -7.0% |
| 3M | +7.4% | -9.3% | +16.7% | +7.0% |
| 6M | +0.1% | +69.5% | -69.4% | -7.3% |
| YTD | +0.4% | +70.5% | -70.1% | -7.7% |
| 1Y | +7.8% | +145.3% | -137.5% | -5.8% |
| 3Y | +11.8% | +432.8% | -421.0% | -16.7% |
| 5Y | +32.5% | +174.0% | -141.6% | -4.5% |
| All | +32.5% | +176.0% | -143.6% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling