+21.0%
STM vs OMC
+33.9%
-12.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.0% |
| 7D | +5.8% | -6.4% | +12.2% | +8.9% |
| 30D | -1.0% | +1.1% | -2.1% | -2.0% |
| 3M | -33.3% | +10.4% | -43.7% | -37.8% |
| 6M | +57.4% | -1.7% | +59.1% | +55.4% |
| YTD | +102.2% | +4.4% | +97.7% | +90.0% |
| 1Y | +99.6% | +8.4% | +91.2% | +80.9% |
| 3Y | +14.5% | +14.4% | +0.1% | -3.2% |
| All | +21.0% | +33.9% | -12.9% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling