-14.8%
SKHY vs OMC
+8.5%
-23.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.2% | -10.3% | +2.4% |
| 7D | -13.1% | +12.5% | -25.7% | +3.7% |
| 30D | -26.6% | +16.3% | -42.9% | -7.0% |
| 3M | -7.3% | +8.1% | -15.4% | +8.0% |
| All | -14.8% | +8.5% | -23.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · Available span rolling