+21.0%
STM vs OWL
-0.3%
+21.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.2% |
| 7D | +5.8% | -2.2% | +8.0% | +6.8% |
| 30D | -1.0% | +3.7% | -4.7% | -3.1% |
| 3M | -33.3% | +17.5% | -50.8% | -38.6% |
| 6M | +57.4% | +18.5% | +38.8% | +41.5% |
| YTD | +102.2% | -16.3% | +118.5% | +115.1% |
| 1Y | +99.6% | -29.7% | +129.3% | +129.6% |
| 3Y | +14.5% | +14.2% | +0.4% | -4.0% |
| All | +21.0% | -0.3% | +21.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling