+33.2%
OMC vs SM
+111.2%
-78.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.2% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -4.8% | +31.5% | -36.3% | -8.0% |
| 3M | +9.2% | +17.3% | -8.1% | +6.5% |
| 6M | -2.5% | +48.5% | -51.0% | -8.6% |
| YTD | +2.6% | +106.3% | -103.7% | -8.5% |
| 1Y | +5.9% | +47.3% | -41.4% | -1.3% |
| 3Y | +14.2% | -1.4% | +15.6% | +9.0% |
| 5Y | +33.2% | +114.0% | -80.8% | +4.9% |
| All | +33.2% | +111.2% | -78.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling