+338.3%
SU vs OMC
+30.5%
+307.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.2% | -4.4% | +6.6% | +3.1% |
| 30D | +8.4% | -7.6% | +16.0% | +10.1% |
| 3M | +12.1% | +4.5% | +7.6% | +10.1% |
| 6M | +19.7% | -0.3% | +19.9% | +18.6% |
| YTD | +58.4% | -0.1% | +58.5% | +56.1% |
| 1Y | +67.2% | +4.6% | +62.6% | +62.1% |
| 3Y | +125.0% | +10.5% | +114.6% | +107.5% |
| All | +338.3% | +30.5% | +307.8% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling