+69.1%
OTIS vs SMTC
+452.5%
-383.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.4% |
| 7D | -3.0% | +13.1% | -16.0% | -4.0% |
| 30D | -6.0% | +19.5% | -25.5% | -7.8% |
| 3M | -0.9% | +2.2% | -3.1% | -2.0% |
| 6M | -17.3% | +94.9% | -112.2% | -24.0% |
| YTD | -19.6% | +127.0% | -146.5% | -27.4% |
| 1Y | -21.0% | +174.6% | -195.6% | -30.5% |
| 3Y | -12.1% | +615.9% | -628.0% | -38.0% |
| 5Y | -17.1% | +125.6% | -142.7% | -29.3% |
| All | +69.1% | +452.5% | -383.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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