+74.2%
OTIS vs SMTC
+388.6%
-314.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.2% |
| 7D | -0.7% | +12.7% | -13.5% | -1.8% |
| 30D | -2.0% | +22.0% | -24.0% | -4.0% |
| 3M | +2.6% | -12.7% | +15.2% | +2.7% |
| 6M | -20.9% | +64.8% | -85.7% | -26.2% |
| YTD | -17.1% | +100.7% | -117.8% | -24.3% |
| 1Y | -15.9% | +146.9% | -162.8% | -25.3% |
| 3Y | -12.7% | +456.8% | -469.6% | -36.3% |
| 5Y | -15.7% | +89.2% | -105.0% | -26.8% |
| All | +74.2% | +388.6% | -314.3% | +42.9% |
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