+1,383.2%
STX vs OMC
+12.9%
+1,370.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.4% |
| 7D | +10.7% | -5.8% | +16.5% | +10.6% |
| 30D | +11.3% | -4.8% | +16.1% | +11.1% |
| 3M | +3.2% | +9.2% | -6.0% | +1.9% |
| 6M | +157.0% | -2.5% | +159.5% | +156.7% |
| YTD | +229.2% | +2.6% | +226.6% | +229.3% |
| 1Y | +381.8% | +5.9% | +375.9% | +374.3% |
| 3Y | +1,383.2% | +14.2% | +1,369.0% | +1,355.6% |
| All | +1,383.2% | +12.9% | +1,370.3% | +1,355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling