-16.8%
OTIS vs SMTC
+118.6%
-135.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -2.2% | +22.5% | -24.6% | -3.7% |
| 30D | -4.3% | +24.9% | -29.2% | -6.2% |
| 3M | -2.2% | +4.1% | -6.3% | -3.3% |
| 6M | -19.9% | +92.6% | -112.5% | -25.6% |
| YTD | -19.3% | +122.5% | -141.8% | -26.2% |
| 1Y | -19.6% | +166.2% | -185.8% | -28.0% |
| 3Y | -11.5% | +577.2% | -588.7% | -35.8% |
| All | -16.8% | +118.6% | -135.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling