-16.8%
OTIS vs SAN
+384.1%
-400.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -4.3% | -0.1% | -4.3% | -4.3% |
| 3M | -2.2% | +19.6% | -21.8% | -6.2% |
| 6M | -19.9% | +32.7% | -52.6% | -25.2% |
| YTD | -19.3% | +26.7% | -46.0% | -24.3% |
| 1Y | -19.6% | +51.6% | -71.2% | -27.8% |
| 3Y | -11.5% | +348.7% | -360.3% | -41.8% |
| 5Y | -16.8% | +378.7% | -395.5% | -49.7% |
| All | -16.8% | +384.1% | -400.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling