The Power of Compounding — Visualized
The chart above shows what $100,000 invested in The Omega Strategy at inception would have grown to alongside the same amount invested in the S&P 500 Total Return Index. Both lines start at the same place in April 2020. Six years later, the gap between them tells the story of what disciplined, signal-driven investing can produce.
Omega's $100,000 grew to approximately $985,000 — a total return of +885.5%. The same $100,000 invested in the S&P 500 grew to roughly $323,000, a total return of +222.7%. The difference — over $662,000 in additional value — is what we call alpha: the excess return generated above the benchmark.
The path wasn't smooth. Omega experienced meaningful drawdowns along the way, including a 23.5% decline that began in early 2025. Compounding rewards investors who stay disciplined through volatility — and Omega's rules-based framework is designed to do exactly that, removing emotion from the moments when it would cost the most.
Key takeaway: A $100,000 investment in Omega at inception would now be worth approximately $985,000, compared to $323,000 for the same investment in the S&P 500 — an outperformance of approximately $662,000.
Year by Year — The Full Track Record
This chart compares The Omega Strategy's annual returns against the S&P 500 Total Return Index for every calendar year since inception. The strategy has outperformed the benchmark in five of the seven measured periods, including a +27.96% return in 2022 — a year when the S&P 500 declined −18.11%.
We show every year, including those where Omega underperformed. In 2021, the S&P 500's narrow, mega-cap-driven rally outpaced the strategy. The first five months of 2026 have been challenging as well. These are not anomalies to be explained away — they are part of how the strategy works. Rules-based systems can lag in narrow, low-volatility uptrends and struggle during sharp directional reversals. The disciplined response is to follow the signals, not to abandon the framework when conditions become difficult.
Over the full period, Omega has produced an annualized return of +44.92% compared to +20.92% for the S&P 500. The visible variance from year to year is a feature of the strategy, not a flaw — and the long-term compounding effect is what matters most.
Key takeaway: Omega has outperformed the S&P 500 in five of the seven calendar periods since inception, including a +27.96% return in 2022 when the S&P 500 declined −18.11%.
The Full Monthly Record
Every month of The Omega Strategy since inception, with year-to-date totals alongside for context. Green is positive, red is negative — and we show all of it. We believe full transparency, including our most difficult months, is the only honest way to present a long-term strategy.
Since inception in April 2020, Omega has delivered an annualized return of +44.92% compared to +20.92% for the S&P 500 Total Return Index. The strategy's strongest month (+36.75% in July 2022) and its most difficult month (−18.99% in April 2022) both occurred in the same calendar year — a clear illustration of the volatility profile that accompanies the return potential. Past performance is not indicative of future results.
Key takeaway: Omega has produced positive monthly returns in roughly two-thirds of all months since inception, with both its best month (+36.75%, July 2022) and worst month (−18.99%, April 2022) occurring during the same calendar year.
Omega vs. Buy & Hold — The Numbers Side by Side
The three charts above show what The Omega Strategy has done over time — as a compounded total, year by year, and month by month. The table below distills that history into the metrics that matter most for portfolio decisions: return, risk, and how each approach is managed.
Two things stand out. First, Omega has produced approximately twice the annualized return of the S&P 500 Total Return Index since inception. Second, it has done so with a comparable maximum drawdown — meaning the worst peak-to-trough decline an Omega investor would have experienced was similar to what a passive index investor experienced over the same period. The trade-off is materially higher overall volatility, which is the inherent cost of pursuing higher returns through an actively managed, leveraged framework.
This comparison isn't meant to suggest Omega replaces an index allocation. Most thoughtfully constructed portfolios benefit from both passive and active components. The table is meant to show — with full transparency — what each approach offers, what it asks of the investor in return, and where Omega fits within a diversified plan.