+1,907.8%
STX vs OMC
+57.3%
+1,850.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -17.3% | +6.8% | -24.1% | -19.2% |
| 30D | -35.9% | +16.2% | -52.1% | -39.5% |
| 3M | -37.3% | +6.0% | -43.4% | -39.2% |
| 6M | -35.8% | +17.7% | -53.5% | -41.3% |
| YTD | +82.7% | +13.5% | +69.3% | +66.1% |
| 1Y | +71.6% | +27.2% | +44.4% | +47.4% |
| 3Y | +635.3% | +30.4% | +604.9% | +499.1% |
| 5Y | +483.8% | +53.5% | +430.3% | +326.1% |
| All | +1,907.8% | +57.3% | +1,850.5% | +1,364.6% |
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