+69.6%
OTIS vs STT
+430.9%
-361.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | +1.0% | -3.1% | -2.4% |
| 30D | -4.3% | +2.8% | -7.1% | -5.2% |
| 3M | -2.2% | +18.1% | -20.3% | -7.4% |
| 6M | -19.9% | +59.2% | -79.1% | -31.2% |
| YTD | -19.3% | +51.5% | -70.8% | -29.8% |
| 1Y | -19.6% | +75.7% | -95.2% | -33.5% |
| 3Y | -11.5% | +200.8% | -212.3% | -40.0% |
| 5Y | -16.8% | +155.8% | -172.6% | -42.4% |
| All | +69.6% | +430.9% | -361.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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