-16.8%
OTIS vs SGI
+56.1%
-72.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.3% | +5.5% | -9.9% | -5.6% |
| 3M | -2.2% | -3.6% | +1.4% | -1.7% |
| 6M | -19.9% | -15.0% | -4.9% | -17.6% |
| YTD | -19.3% | -23.0% | +3.7% | -15.4% |
| 1Y | -19.6% | -18.4% | -1.1% | -17.2% |
| 3Y | -11.5% | +57.8% | -69.3% | -24.8% |
| 5Y | -16.8% | +51.5% | -68.2% | -32.2% |
| All | -16.8% | +56.1% | -72.9% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling