+69.1%
OTIS vs SM
+3,551.7%
-3,482.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | +4.6% | -7.5% | -3.2% |
| 30D | -6.0% | +18.2% | -24.2% | -6.9% |
| 3M | -0.9% | +22.5% | -23.4% | -2.2% |
| 6M | -17.3% | +50.6% | -67.9% | -19.8% |
| YTD | -19.6% | +108.1% | -127.7% | -23.6% |
| 1Y | -21.0% | +46.0% | -67.0% | -23.5% |
| 3Y | -12.1% | +2.9% | -15.0% | -14.1% |
| 5Y | -17.1% | +112.6% | -129.7% | -23.1% |
| All | +69.1% | +3,551.7% | -3,482.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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