+66.1%
OTIS vs SGI
+1,070.2%
-1,004.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | -5.0% | -4.9% | -0.1% | -4.1% |
| 30D | -6.5% | +1.6% | -8.1% | -6.9% |
| 3M | -2.0% | -3.2% | +1.2% | -1.6% |
| 6M | -20.2% | -16.0% | -4.1% | -18.1% |
| YTD | -21.0% | -25.4% | +4.4% | -17.3% |
| 1Y | -20.9% | -21.6% | +0.7% | -18.3% |
| 3Y | -13.3% | +52.9% | -66.2% | -22.6% |
| 5Y | -18.5% | +47.5% | -66.0% | -30.2% |
| All | +66.1% | +1,070.2% | -1,004.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling