-0.4%
OTIS vs SAN
+244.8%
-245.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | +14.0% | -9.4% | +23.3% | +15.3% |
| 3M | +4.9% | -17.1% | +22.1% | +7.3% |
| 6M | +5.4% | +2.2% | +3.2% | +4.5% |
| YTD | -10.2% | +6.0% | -16.2% | -11.9% |
| 1Y | -13.4% | +12.7% | -26.1% | -15.9% |
| All | -0.4% | +244.8% | -245.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling