+22.5%
STM vs OTIS
-14.6%
+37.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.7% |
| 30D | -7.4% | -4.7% | -2.6% | -4.6% |
| 3M | -30.6% | +1.2% | -31.9% | -32.2% |
| 6M | +66.4% | -20.5% | +86.9% | +93.0% |
| YTD | +101.1% | -18.4% | +119.6% | +127.7% |
| 1Y | +97.4% | -18.1% | +115.5% | +121.3% |
| 3Y | +21.1% | -10.6% | +31.7% | +20.7% |
| 5Y | +22.5% | -16.1% | +38.6% | +19.3% |
| All | +22.5% | -14.6% | +37.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling