-9.2%
STM vs OTIS
+3.9%
-13.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -5.6% | +0.5% | -6.1% | -6.1% |
| 30D | -14.4% | +19.4% | -33.9% | -24.3% |
| 3M | -20.5% | +7.1% | -27.6% | -24.8% |
| 6M | -24.5% | +6.6% | -31.1% | -29.0% |
| YTD | +72.7% | -8.3% | +81.0% | +79.8% |
| 1Y | +91.0% | -11.6% | +102.6% | +104.5% |
| 3Y | +13.5% | +3.1% | +10.4% | +0.6% |
| 5Y | -9.2% | +2.5% | -11.7% | -24.6% |
| All | -9.2% | +3.9% | -13.1% | -24.6% |
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