+21.1%
STM vs OMC
+12.9%
+8.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +5.2% | -5.8% | +11.0% | +7.1% |
| 30D | -7.4% | -4.8% | -2.5% | -6.2% |
| 3M | -30.6% | +9.2% | -39.9% | -34.0% |
| 6M | +66.4% | -2.5% | +68.9% | +65.9% |
| YTD | +101.1% | +2.6% | +98.6% | +94.7% |
| 1Y | +97.4% | +5.9% | +91.4% | +85.6% |
| 3Y | +21.1% | +14.2% | +6.9% | -0.7% |
| All | +21.1% | +12.9% | +8.3% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling