+89.6%
OTIS vs STT
+384.4%
-294.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +16.1% | -0.4% | +16.5% | +16.1% |
| 3M | +6.7% | -6.5% | +13.2% | +8.6% |
| 6M | +6.0% | +17.2% | -11.2% | +0.2% |
| YTD | -9.8% | +38.2% | -48.0% | -19.5% |
| 1Y | -12.3% | +49.3% | -61.6% | -23.8% |
| 3Y | -0.2% | +181.9% | -182.2% | -31.1% |
| 5Y | +1.0% | +106.9% | -105.9% | -25.4% |
| All | +89.6% | +384.4% | -294.8% | -2.6% |
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