+52.8%
STM vs OWL
+27.7%
+25.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.5% |
| 7D | +1.7% | -6.4% | +8.0% | +4.3% |
| 30D | -5.2% | -5.0% | -0.2% | -3.7% |
| 3M | -29.6% | +15.4% | -45.0% | -34.0% |
| 6M | +54.4% | +15.5% | +38.9% | +42.2% |
| YTD | +99.5% | -22.7% | +122.2% | +116.7% |
| 1Y | +100.8% | -34.1% | +134.8% | +131.5% |
| 3Y | +20.2% | +5.1% | +15.1% | +11.0% |
| 5Y | +21.1% | -11.5% | +32.6% | +9.8% |
| All | +52.8% | +27.7% | +25.1% | +31.5% |
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