+74.2%
OTIS vs SFM
+354.7%
-280.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.7% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -2.0% | -4.4% | +2.4% | -1.6% |
| 3M | +2.6% | +1.5% | +1.0% | +2.1% |
| 6M | -20.9% | +6.5% | -27.4% | -22.0% |
| YTD | -17.1% | +2.2% | -19.3% | -17.9% |
| 1Y | -15.9% | -41.9% | +26.0% | -11.2% |
| 3Y | -12.7% | +106.8% | -119.5% | -24.0% |
| 5Y | -15.7% | +231.6% | -247.3% | -32.8% |
| All | +74.2% | +354.7% | -280.5% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling