-15.7%
STM vs OMC
+49.2%
-65.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.8% |
| 7D | -10.7% | +6.3% | -17.0% | -13.3% |
| 30D | -25.7% | +15.4% | -41.1% | -30.8% |
| 3M | -21.6% | +5.8% | -27.3% | -24.5% |
| 6M | -27.8% | +14.7% | -42.5% | -34.7% |
| YTD | +61.8% | +10.3% | +51.5% | +47.0% |
| 1Y | +78.1% | +23.2% | +54.9% | +49.2% |
| 3Y | +4.9% | +24.6% | -19.7% | -16.5% |
| All | -15.7% | +49.2% | -65.0% | -35.7% |
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 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