+3,621.5%
STX vs OMC
+29.9%
+3,591.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -0.8% |
| 7D | +9.6% | -4.2% | +13.8% | +11.1% |
| 30D | +10.6% | -7.5% | +18.1% | +13.3% |
| 3M | +4.8% | +4.6% | +0.2% | +0.5% |
| 6M | +137.3% | -4.8% | +142.1% | +135.6% |
| YTD | +222.5% | -1.0% | +223.5% | +209.2% |
| 1Y | +366.2% | +3.8% | +362.4% | +331.1% |
| 3Y | +1,352.9% | +10.2% | +1,342.7% | +1,165.9% |
| 5Y | +1,077.4% | +29.7% | +1,047.7% | +819.6% |
| 10Y | +3,621.5% | +32.3% | +3,589.2% | +2,661.6% |
| All | +3,621.5% | +29.9% | +3,591.6% | +2,661.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling