+90.7%
OTIS vs SIMO
+554.6%
-463.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.3% |
| 7D | -1.3% | +4.1% | -5.4% | -1.5% |
| 30D | +12.8% | -24.0% | +36.8% | +13.9% |
| 3M | +7.4% | -31.8% | +39.1% | +8.7% |
| 6M | +7.7% | -36.9% | +44.6% | +8.5% |
| YTD | -9.3% | +84.8% | -94.1% | -19.1% |
| 1Y | -12.1% | +99.0% | -111.1% | -22.4% |
| 3Y | +0.6% | +217.9% | -217.3% | -18.3% |
| 5Y | -1.1% | +171.5% | -172.6% | -19.8% |
| All | +90.7% | +554.6% | -463.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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