+57.0%
OMC vs SUI
+117.1%
-60.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +6.8% | +3.4% | +3.4% | +5.7% |
| 30D | +16.2% | +4.6% | +11.6% | +14.5% |
| 3M | +6.0% | +1.6% | +4.4% | +5.4% |
| 6M | +17.7% | -3.5% | +21.2% | +19.0% |
| YTD | +13.5% | -1.0% | +14.5% | +13.5% |
| 1Y | +27.2% | -1.7% | +28.9% | +27.6% |
| 3Y | +30.4% | +18.4% | +12.0% | +22.0% |
| 5Y | +53.5% | -26.3% | +79.9% | +64.5% |
| 10Y | +57.0% | +123.3% | -66.3% | +42.7% |
| All | +57.0% | +117.1% | -60.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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