+5,947.5%
OMC vs STT
+7,372.9%
-1,425.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | +1.1% | +3.9% | -2.7% | -0.1% |
| 3M | +10.4% | +20.0% | -9.5% | +4.5% |
| 6M | -1.7% | +55.3% | -57.0% | -13.9% |
| YTD | +4.4% | +53.3% | -48.9% | -8.3% |
| 1Y | +8.4% | +74.7% | -66.3% | -8.6% |
| 3Y | +14.4% | +205.8% | -191.4% | -18.6% |
| 5Y | +33.9% | +145.0% | -111.1% | -0.6% |
| 10Y | +34.9% | +266.0% | -231.2% | -13.4% |
| All | +5,947.5% | +7,372.9% | -1,425.4% | +1,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling