+90.7%
OTIS vs SFM
+190.9%
-100.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.3% | +6.0% | -7.3% | -1.9% |
| 30D | +12.8% | -19.5% | +32.2% | +14.7% |
| 3M | +7.4% | -37.0% | +44.4% | +12.0% |
| 6M | +7.7% | -41.0% | +48.7% | +12.8% |
| YTD | -9.3% | -34.6% | +25.4% | -6.4% |
| 1Y | -12.1% | -36.3% | +24.2% | -9.1% |
| 3Y | +0.6% | +24.5% | -23.9% | -7.8% |
| 5Y | -1.1% | +115.9% | -117.0% | -18.0% |
| All | +90.7% | +190.9% | -100.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling