+90.7%
OTIS vs SM
+3,037.0%
-2,946.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -1.3% | +9.4% | -10.7% | -1.8% |
| 30D | +12.8% | -14.4% | +27.1% | +13.5% |
| 3M | +7.4% | +1.6% | +5.8% | +6.9% |
| 6M | +7.7% | +6.3% | +1.4% | +6.7% |
| YTD | -9.3% | +78.8% | -88.0% | -13.4% |
| 1Y | -12.1% | +83.1% | -95.2% | -16.2% |
| 3Y | +0.6% | -5.9% | +6.5% | -1.4% |
| 5Y | -1.1% | +4.8% | -5.9% | -5.1% |
| All | +90.7% | +3,037.0% | -2,946.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling