-2.1%
OTIS vs SFM
+112.8%
-114.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | +14.0% | -19.2% | +33.2% | +15.7% |
| 3M | +4.9% | -40.3% | +45.2% | +9.4% |
| 6M | +5.4% | -40.9% | +46.2% | +9.7% |
| YTD | -10.2% | -35.5% | +25.3% | -7.6% |
| 1Y | -13.4% | -37.4% | +24.0% | -10.6% |
| 3Y | -0.7% | +25.5% | -26.2% | -9.2% |
| 5Y | -2.1% | +113.0% | -115.1% | -13.9% |
| All | -2.1% | +112.8% | -114.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling