+189.0%
STM vs OTIS
+118.0%
+71.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -5.6% | +0.5% | -6.1% | -6.0% |
| 30D | -14.4% | +19.4% | -33.9% | -22.2% |
| 3M | -20.5% | +7.1% | -27.6% | -23.9% |
| 6M | -24.5% | +6.6% | -31.1% | -28.0% |
| YTD | +72.7% | -8.3% | +81.0% | +77.7% |
| 1Y | +91.0% | -11.6% | +102.6% | +100.5% |
| 3Y | +13.5% | +3.1% | +10.4% | +8.1% |
| 5Y | -9.2% | +2.5% | -11.7% | -14.5% |
| All | +189.0% | +118.0% | +71.0% | +145.0% |
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