+238.4%
STM vs OTIS
+97.1%
+141.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.1% |
| 7D | +5.8% | -0.7% | +6.5% | +6.2% |
| 30D | -1.0% | -2.0% | +1.0% | -0.2% |
| 3M | -33.3% | +2.6% | -35.8% | -34.8% |
| 6M | +57.4% | -20.9% | +78.3% | +76.7% |
| YTD | +102.2% | -17.1% | +119.3% | +120.5% |
| 1Y | +99.6% | -15.9% | +115.5% | +115.1% |
| 3Y | +14.5% | -12.7% | +27.3% | +19.9% |
| 5Y | +21.4% | -15.7% | +37.1% | +24.1% |
| All | +238.4% | +97.1% | +141.3% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling