+200.2%
STM vs OTIS
+114.5%
+85.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +1.4% | -2.9% | +4.3% | +2.8% |
| 30D | -8.4% | +16.1% | -24.5% | -15.5% |
| 3M | -15.8% | +6.7% | -22.6% | -19.3% |
| 6M | -22.8% | +6.0% | -28.8% | -26.3% |
| YTD | +79.4% | -9.8% | +89.1% | +85.9% |
| 1Y | +97.0% | -12.3% | +109.3% | +107.4% |
| 3Y | +14.2% | -0.2% | +14.4% | +10.6% |
| 5Y | -4.5% | +1.0% | -5.4% | -9.4% |
| All | +200.2% | +114.5% | +85.7% | +156.4% |
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