+2,285.7%
STM vs OMC
+2,546.0%
-260.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.4% |
| 7D | +5.8% | -6.4% | +12.2% | +9.7% |
| 30D | -1.0% | +1.1% | -2.1% | -2.2% |
| 3M | -33.3% | +10.4% | -43.7% | -38.6% |
| 6M | +57.4% | -1.7% | +59.1% | +53.9% |
| YTD | +102.2% | +4.4% | +97.7% | +86.3% |
| 1Y | +99.6% | +8.4% | +91.2% | +77.6% |
| 3Y | +14.5% | +14.4% | +0.1% | -2.7% |
| 5Y | +21.4% | +33.9% | -12.5% | -7.7% |
| 10Y | +695.0% | +34.9% | +660.1% | +457.2% |
| All | +2,285.7% | +2,546.0% | -260.3% | +415.2% |
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