+1,102.0%
STX vs OMC
+33.7%
+1,068.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.8% |
| 7D | +10.7% | -5.8% | +16.5% | +12.0% |
| 30D | +11.3% | -4.8% | +16.1% | +12.1% |
| 3M | +3.2% | +9.2% | -6.0% | -0.8% |
| 6M | +157.0% | -2.5% | +159.5% | +154.8% |
| YTD | +229.2% | +2.6% | +226.6% | +219.0% |
| 1Y | +381.8% | +5.9% | +375.9% | +355.5% |
| 3Y | +1,383.2% | +14.2% | +1,369.0% | +1,203.9% |
| All | +1,102.0% | +33.7% | +1,068.3% | +829.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling