+90.7%
OTIS vs SGI
+975.5%
-884.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.3% |
| 30D | +12.8% | -2.1% | +14.8% | +13.1% |
| 3M | +7.4% | -8.2% | +15.6% | +8.9% |
| 6M | +7.7% | -4.6% | +12.3% | +8.1% |
| YTD | -9.3% | -31.5% | +22.2% | -3.7% |
| 1Y | -12.1% | -30.8% | +18.7% | -6.9% |
| 3Y | +0.6% | +67.2% | -66.6% | -11.5% |
| 5Y | -1.1% | +42.5% | -43.6% | -14.4% |
| All | +90.7% | +975.5% | -884.8% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling