+90.7%
OTIS vs SMTC
+278.6%
-187.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | -1.3% | +11.0% | -12.3% | -2.1% |
| 30D | +12.8% | -28.5% | +41.3% | +14.8% |
| 3M | +7.4% | -14.2% | +21.6% | +6.8% |
| 6M | +7.7% | -18.0% | +25.7% | +6.4% |
| YTD | -9.3% | +55.5% | -64.8% | -16.6% |
| 1Y | -12.1% | +69.5% | -81.6% | -20.1% |
| 3Y | +0.6% | +699.7% | -699.0% | -33.3% |
| 5Y | -1.1% | +27.4% | -28.5% | -11.4% |
| All | +90.7% | +278.6% | -187.8% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling