+664.5%
STM vs OMC
+29.9%
+634.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.9% |
| 7D | +1.7% | -4.2% | +5.9% | +3.7% |
| 30D | -5.2% | -7.5% | +2.3% | -2.0% |
| 3M | -29.6% | +4.6% | -34.2% | -32.6% |
| 6M | +54.4% | -4.8% | +59.2% | +54.3% |
| YTD | +99.5% | -1.0% | +100.5% | +92.0% |
| 1Y | +100.8% | +3.8% | +96.9% | +86.1% |
| 3Y | +20.2% | +10.2% | +10.0% | +6.5% |
| 5Y | +21.1% | +29.7% | -8.6% | -2.3% |
| 10Y | +664.5% | +32.3% | +632.2% | +475.8% |
| All | +664.5% | +29.9% | +634.7% | +475.8% |
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