+56.1%
OMF vs SPY
+72.2%
-16.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | +0.6% | -3.7% | +4.3% | +5.4% |
| 3M | -10.7% | -2.7% | -7.9% | -7.5% |
| 6M | +4.2% | +2.2% | +2.0% | +0.9% |
| YTD | -11.9% | +10.8% | -22.7% | -23.3% |
| 1Y | -0.7% | +11.2% | -11.9% | -14.0% |
| 3Y | +86.8% | +76.5% | +10.4% | -10.0% |
| 5Y | +56.1% | +72.9% | -16.9% | -26.0% |
| All | +56.1% | +72.2% | -16.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling