+32.3%
OMC vs STT
+262.1%
-229.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.2% | +1.0% | -5.2% | -4.6% |
| 30D | -7.5% | +2.8% | -10.3% | -8.7% |
| 3M | +4.6% | +18.1% | -13.5% | -2.9% |
| 6M | -4.8% | +59.2% | -64.1% | -22.7% |
| YTD | -1.0% | +51.5% | -52.5% | -18.1% |
| 1Y | +3.8% | +75.7% | -71.8% | -19.8% |
| 3Y | +10.2% | +200.8% | -190.6% | -33.8% |
| 5Y | +29.7% | +155.8% | -126.1% | -19.9% |
| 10Y | +32.3% | +266.4% | -234.1% | -34.6% |
| All | +32.3% | +262.1% | -229.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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