+2.5%
OTIS vs STT
+108.8%
-106.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +19.4% | -2.3% | +21.8% | +20.1% |
| 3M | +7.1% | -7.0% | +14.1% | +9.0% |
| 6M | +6.6% | +15.5% | -8.9% | +1.3% |
| YTD | -8.3% | +35.6% | -43.9% | -17.5% |
| 1Y | -11.6% | +47.9% | -59.5% | -22.7% |
| 3Y | +3.1% | +181.1% | -178.0% | -28.9% |
| 5Y | +2.5% | +108.2% | -105.7% | -25.9% |
| All | +2.5% | +108.8% | -106.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling