-2.1%
OTIS vs SAN
+294.7%
-296.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.2% |
| 30D | +14.0% | -9.4% | +23.3% | +16.1% |
| 3M | +4.9% | -17.1% | +22.1% | +8.8% |
| 6M | +5.4% | +2.2% | +3.2% | +4.1% |
| YTD | -10.2% | +6.0% | -16.2% | -12.7% |
| 1Y | -13.4% | +12.7% | -26.1% | -17.1% |
| 3Y | -0.7% | +242.1% | -242.9% | -30.6% |
| 5Y | -2.1% | +293.6% | -295.7% | -37.0% |
| All | -2.1% | +294.7% | -296.8% | -37.0% |
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