+1,808.6%
STM vs OMC
+2,694.5%
-885.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.9% |
| 7D | -10.7% | +6.3% | -17.0% | -14.2% |
| 30D | -25.7% | +15.4% | -41.1% | -32.4% |
| 3M | -21.6% | +5.8% | -27.3% | -25.5% |
| 6M | -27.8% | +14.7% | -42.5% | -36.4% |
| YTD | +61.8% | +10.3% | +51.5% | +42.3% |
| 1Y | +78.1% | +23.2% | +54.9% | +45.2% |
| 3Y | +4.9% | +24.6% | -19.7% | -16.5% |
| 5Y | -14.3% | +50.1% | -64.3% | -39.9% |
| 10Y | +414.1% | +54.3% | +359.8% | +226.8% |
| All | +1,808.6% | +2,694.5% | -885.9% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling