+98.3%
STM vs OMC
+24.0%
+74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.8% |
| 7D | +12.0% | +1.9% | +10.1% | +12.3% |
| 30D | -0.4% | +12.2% | -12.6% | +1.5% |
| 3M | -13.2% | +0.6% | -13.8% | -12.2% |
| 6M | -26.1% | +21.0% | -47.1% | -24.5% |
| YTD | +81.2% | +12.4% | +68.8% | +86.7% |
| 1Y | +98.3% | +25.4% | +72.9% | +102.1% |
| All | +98.3% | +24.0% | +74.3% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling