-13.6%
OTIS vs SITM
+423.6%
-437.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -5.0% | +4.8% | -9.9% | -5.2% |
| 30D | -6.5% | -9.7% | +3.2% | -6.2% |
| 3M | -2.0% | -9.3% | +7.4% | -2.0% |
| 6M | -20.2% | +69.5% | -89.7% | -23.2% |
| YTD | -21.0% | +70.5% | -91.5% | -24.2% |
| 1Y | -20.9% | +145.3% | -166.1% | -26.0% |
| All | -13.6% | +423.6% | -437.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling