+14.2%
OMC vs SN
+430.5%
-416.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -4.8% | -5.6% | +0.8% | -4.0% |
| 3M | +9.2% | +48.1% | -38.8% | +2.5% |
| 6M | -2.5% | +57.6% | -60.1% | -9.7% |
| YTD | +2.6% | +56.5% | -53.9% | -5.2% |
| 1Y | +5.9% | +52.6% | -46.6% | -1.8% |
| 3Y | +14.2% | +412.0% | -397.8% | -12.0% |
| All | +14.2% | +430.5% | -416.3% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling