+203.2%
STM vs OTIS
+115.8%
+87.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.1% |
| 7D | +12.0% | -1.3% | +13.3% | +12.7% |
| 30D | -0.4% | +12.8% | -13.1% | -6.7% |
| 3M | -13.2% | +7.4% | -20.6% | -17.0% |
| 6M | -26.1% | +7.7% | -33.8% | -29.9% |
| YTD | +81.2% | -9.3% | +90.4% | +87.3% |
| 1Y | +98.3% | -12.1% | +110.4% | +108.5% |
| 3Y | +16.7% | +0.6% | +16.1% | +12.5% |
| 5Y | -4.8% | -1.1% | -3.8% | -9.4% |
| All | +203.2% | +115.8% | +87.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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