-12.1%
OTIS vs SCHG
+86.3%
-98.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -3.0% | -1.0% | -1.9% | -2.7% |
| 30D | -6.0% | -1.3% | -4.8% | -5.7% |
| 3M | -0.9% | +5.4% | -6.3% | -2.4% |
| 6M | -17.3% | +14.4% | -31.7% | -20.7% |
| YTD | -19.6% | +8.0% | -27.6% | -21.6% |
| 1Y | -21.0% | +12.7% | -33.8% | -24.2% |
| 3Y | -12.1% | +85.6% | -97.7% | -34.3% |
| All | -12.1% | +86.3% | -98.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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