+88.8%
OTIS vs SM
+3,040.9%
-2,952.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.6% | -0.7% |
| 7D | -3.0% | +10.6% | -13.6% | -3.5% |
| 30D | +14.0% | -15.0% | +28.9% | +14.7% |
| 3M | +4.9% | +1.7% | +3.2% | +4.5% |
| 6M | +5.4% | +5.9% | -0.5% | +4.4% |
| YTD | -10.2% | +79.0% | -89.2% | -14.3% |
| 1Y | -13.4% | +84.7% | -98.1% | -17.5% |
| 3Y | -0.7% | -3.5% | +2.8% | -2.9% |
| 5Y | -2.1% | +4.9% | -7.1% | -6.1% |
| All | +88.8% | +3,040.9% | -2,952.1% | +55.6% |
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