+228.7%
STM vs OTIS
+87.9%
+140.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.5% |
| 7D | -1.1% | -5.0% | +4.0% | +1.6% |
| 30D | -7.8% | -6.5% | -1.3% | -4.8% |
| 3M | -28.2% | -2.0% | -26.2% | -28.2% |
| 6M | +52.0% | -20.2% | +72.2% | +69.6% |
| YTD | +96.4% | -21.0% | +117.4% | +119.5% |
| 1Y | +98.8% | -20.9% | +119.7% | +121.2% |
| 3Y | +18.3% | -13.3% | +31.6% | +24.1% |
| 5Y | +17.7% | -18.5% | +36.2% | +22.9% |
| All | +228.7% | +87.9% | +140.8% | +202.7% |
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