+3,594.4%
OMC vs SM
+1,434.4%
+2,160.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.9% | +9.4% | -7.5% | +0.7% |
| 30D | +12.2% | -14.4% | +26.6% | +13.8% |
| 3M | +0.6% | +1.6% | -1.0% | -0.3% |
| 6M | +21.0% | +6.3% | +14.7% | +18.4% |
| YTD | +12.4% | +78.8% | -66.4% | +2.4% |
| 1Y | +25.4% | +83.1% | -57.7% | +13.8% |
| 3Y | +29.2% | -5.9% | +35.1% | +24.4% |
| 5Y | +52.6% | +4.8% | +47.8% | +40.0% |
| 10Y | +53.6% | +17.5% | +36.1% | +4.7% |
| All | +3,594.4% | +1,434.4% | +2,160.0% | +1,804.0% |
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