+35.7%
OMC vs STT
+153.4%
-117.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -6.4% | +0.5% | -6.9% | -6.6% |
| 30D | +1.1% | +3.9% | -2.7% | -0.5% |
| 3M | +10.4% | +20.0% | -9.5% | +2.5% |
| 6M | -1.7% | +55.3% | -57.0% | -17.8% |
| YTD | +4.4% | +53.3% | -48.9% | -12.5% |
| 1Y | +8.4% | +74.7% | -66.3% | -14.0% |
| 3Y | +14.4% | +205.8% | -191.4% | -28.5% |
| All | +35.7% | +153.4% | -117.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling