+30.5%
OMC vs SM
-8.5%
+39.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.5% | -0.4% |
| 7D | +1.6% | +0.3% | +1.2% | +1.5% |
| 30D | +15.3% | -17.3% | +32.6% | +16.8% |
| 3M | +4.5% | -3.6% | +8.1% | +3.9% |
| 6M | +20.8% | +2.9% | +17.9% | +18.3% |
| YTD | +13.5% | +70.2% | -56.7% | +1.8% |
| 1Y | +25.2% | +66.5% | -41.3% | +12.5% |
| All | +30.5% | -8.5% | +39.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling