+38.7%
STM vs OWL
+17.3%
+21.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +1.5% | +10.5% | +11.3% |
| 30D | -0.4% | +13.4% | -13.8% | -5.5% |
| 3M | -13.2% | -21.2% | +8.1% | -5.2% |
| 6M | -26.1% | +4.0% | -30.1% | -28.5% |
| YTD | +81.2% | -29.0% | +110.2% | +102.8% |
| 1Y | +98.3% | -28.4% | +126.7% | +120.7% |
| 3Y | +16.7% | -14.5% | +31.3% | +16.9% |
| 5Y | -4.8% | -21.5% | +16.6% | -11.0% |
| All | +38.7% | +17.3% | +21.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling