+3,334.0%
OMC vs SM
+1,608.3%
+1,725.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.1% | +26.3% | -25.2% | -1.9% |
| 3M | +10.4% | +8.7% | +1.7% | +8.5% |
| 6M | -1.7% | +51.7% | -53.4% | -7.8% |
| YTD | +4.4% | +99.0% | -94.6% | -5.5% |
| 1Y | +8.4% | +34.6% | -26.1% | +2.6% |
| 3Y | +14.4% | -7.8% | +22.1% | +10.9% |
| 5Y | +33.9% | +104.8% | -70.9% | +13.4% |
| 10Y | +34.9% | +7.2% | +27.6% | -6.7% |
| All | +3,334.0% | +1,608.3% | +1,725.7% | +1,657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling