+3.8%
OMC vs SM
+46.0%
-42.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -7.5% | +20.3% | -27.8% | -7.3% |
| 3M | +4.6% | +22.9% | -18.3% | +4.6% |
| 6M | -4.8% | +47.8% | -52.7% | -6.9% |
| YTD | -1.0% | +107.5% | -108.5% | -6.6% |
| 1Y | +3.8% | +51.7% | -47.9% | -2.6% |
| All | +3.8% | +46.0% | -42.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling