+66.1%
OTIS vs SCHG
+301.5%
-235.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -5.0% | -2.7% | -2.3% | -3.8% |
| 30D | -6.5% | -2.2% | -4.3% | -5.6% |
| 3M | -2.0% | +6.2% | -8.1% | -4.7% |
| 6M | -20.2% | +13.4% | -33.5% | -24.9% |
| YTD | -21.0% | +7.1% | -28.1% | -23.8% |
| 1Y | -20.9% | +12.5% | -33.4% | -25.6% |
| 3Y | -13.3% | +86.2% | -99.5% | -38.2% |
| 5Y | -18.5% | +83.9% | -102.5% | -42.9% |
| All | +66.1% | +301.5% | -235.4% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling