+69.1%
OTIS vs SAN
+727.0%
-657.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -6.0% | +0.9% | -7.0% | -6.2% |
| 3M | -0.9% | +19.1% | -20.0% | -4.3% |
| 6M | -17.3% | +33.2% | -50.5% | -22.2% |
| YTD | -19.6% | +29.1% | -48.7% | -24.1% |
| 1Y | -21.0% | +50.2% | -71.3% | -27.9% |
| 3Y | -12.1% | +351.0% | -363.1% | -37.4% |
| 5Y | -17.1% | +394.7% | -411.8% | -43.6% |
| All | +69.1% | +727.0% | -657.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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