+69.1%
OTIS vs SITM
+3,692.7%
-3,623.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.8% | +1.3% |
| 7D | -3.0% | +3.9% | -6.8% | -3.3% |
| 30D | -6.0% | -6.6% | +0.6% | -5.7% |
| 3M | -0.9% | -11.9% | +11.0% | -0.8% |
| 6M | -17.3% | +81.1% | -98.5% | -23.3% |
| YTD | -19.6% | +80.0% | -99.5% | -25.8% |
| 1Y | -21.0% | +145.8% | -166.9% | -29.9% |
| 3Y | -12.1% | +475.9% | -488.0% | -32.7% |
| 5Y | -17.1% | +189.2% | -206.3% | -35.9% |
| All | +69.1% | +3,692.7% | -3,623.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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