-13.6%
OTIS vs SEI
+560.9%
-574.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -2.1% |
| 7D | -5.0% | +20.7% | -25.7% | -4.9% |
| 30D | -6.5% | +9.1% | -15.6% | -6.4% |
| 3M | -2.0% | -6.0% | +4.0% | -1.8% |
| 6M | -20.2% | +18.9% | -39.1% | -20.2% |
| YTD | -21.0% | +40.1% | -61.1% | -21.2% |
| 1Y | -20.9% | +120.6% | -141.5% | -21.9% |
| All | -13.6% | +560.9% | -574.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling