+90.7%
OTIS vs SAN
+583.3%
-492.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -1.3% | +4.0% | -5.3% | -2.1% |
| 30D | +12.8% | -7.8% | +20.6% | +14.3% |
| 3M | +7.4% | -16.4% | +23.7% | +10.8% |
| 6M | +7.7% | +3.5% | +4.2% | +6.4% |
| YTD | -9.3% | +6.7% | -16.0% | -11.5% |
| 1Y | -12.1% | +14.5% | -26.6% | -15.5% |
| 3Y | +0.6% | +243.5% | -242.9% | -24.5% |
| 5Y | -1.1% | +296.2% | -297.3% | -30.0% |
| All | +90.7% | +583.3% | -492.6% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling