+16.7%
OMC vs SN
+671.3%
-654.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +1.9% | +1.5% | +0.3% | +1.6% |
| 30D | +12.2% | +21.5% | -9.3% | +9.1% |
| 3M | +0.6% | +20.0% | -19.4% | -2.1% |
| 6M | +21.0% | +119.9% | -98.9% | +8.3% |
| YTD | +12.4% | +102.3% | -90.0% | +1.2% |
| 1Y | +25.4% | +148.0% | -122.6% | +9.7% |
| 3Y | +29.2% | +450.0% | -420.8% | +3.9% |
| All | +16.7% | +671.3% | -654.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling