+123.8%
STX vs OMC
+24.5%
+99.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.2% | -13.4% | -5.8% |
| 7D | -20.2% | +12.5% | -32.7% | -15.7% |
| 30D | -37.2% | +16.3% | -53.5% | -32.7% |
| 3M | -34.1% | +8.1% | -42.1% | -31.1% |
| 6M | -24.5% | +17.2% | -41.6% | -19.1% |
| YTD | +102.9% | +11.8% | +91.2% | +123.7% |
| 1Y | +123.8% | +23.9% | +99.9% | +136.8% |
| All | +123.8% | +24.5% | +99.3% | +136.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling