+74.2%
OTIS vs SGI
+1,136.8%
-1,062.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.7% | +8.5% | -9.3% | -2.3% |
| 30D | -2.0% | +0.7% | -2.7% | -2.3% |
| 3M | +2.6% | +0.6% | +2.0% | +2.1% |
| 6M | -20.9% | -17.9% | -3.0% | -18.5% |
| YTD | -17.1% | -21.2% | +4.1% | -14.2% |
| 1Y | -15.9% | -18.9% | +3.0% | -13.7% |
| 3Y | -12.7% | +52.6% | -65.4% | -22.1% |
| 5Y | -15.7% | +60.7% | -76.4% | -28.8% |
| All | +74.2% | +1,136.8% | -1,062.5% | +35.6% |
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