+461.8%
STM vs OMC
+51.0%
+410.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.5% |
| 7D | +16.3% | -0.3% | +16.6% | +16.5% |
| 30D | -6.3% | +10.6% | -16.9% | -11.1% |
| 3M | -14.1% | +2.6% | -16.7% | -16.3% |
| 6M | -19.6% | +16.6% | -36.2% | -27.9% |
| YTD | +80.1% | +10.9% | +69.2% | +62.8% |
| 1Y | +95.4% | +22.1% | +73.3% | +66.3% |
| 3Y | +14.7% | +27.5% | -12.8% | -6.3% |
| 5Y | -5.4% | +50.6% | -56.0% | -29.4% |
| All | +461.8% | +51.0% | +410.8% | +312.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling