+9,929.9%
STX vs OMC
+381.9%
+9,547.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.8% |
| 7D | +14.6% | +1.9% | +12.7% | +13.5% |
| 30D | -26.0% | +12.2% | -38.2% | -31.1% |
| 3M | -42.6% | +0.6% | -43.2% | -43.8% |
| 6M | -35.3% | +21.0% | -56.3% | -44.5% |
| YTD | +92.5% | +12.4% | +80.1% | +65.9% |
| 1Y | +102.4% | +25.4% | +77.0% | +62.3% |
| 3Y | +673.8% | +29.2% | +644.6% | +477.8% |
| 5Y | +463.1% | +52.6% | +410.5% | +263.0% |
| 10Y | +2,014.6% | +53.6% | +1,960.9% | +1,146.4% |
| All | +9,929.9% | +381.9% | +9,547.9% | +2,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling