+71.4%
OTIS vs SITM
+3,473.7%
-3,402.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -0.8% | +8.4% | -9.1% | -1.4% |
| 30D | -4.7% | -17.4% | +12.7% | -3.4% |
| 3M | +1.2% | -9.8% | +11.1% | +1.0% |
| 6M | -20.5% | +83.0% | -103.5% | -26.4% |
| YTD | -18.4% | +69.6% | -88.0% | -24.4% |
| 1Y | -18.1% | +144.9% | -163.0% | -27.3% |
| 3Y | -10.6% | +429.9% | -440.4% | -31.0% |
| 5Y | -16.1% | +169.2% | -185.3% | -34.7% |
| All | +71.4% | +3,473.7% | -3,402.3% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling