+69.6%
OTIS vs SIMO
+969.4%
-899.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -2.2% | +14.5% | -16.7% | -3.1% |
| 30D | -4.3% | +20.4% | -24.7% | -5.7% |
| 3M | -2.2% | +7.1% | -9.3% | -3.6% |
| 6M | -19.9% | +129.2% | -149.1% | -27.3% |
| YTD | -19.3% | +201.9% | -221.3% | -29.6% |
| 1Y | -19.6% | +235.5% | -255.1% | -31.0% |
| 3Y | -11.5% | +463.8% | -475.4% | -30.4% |
| 5Y | -16.8% | +306.7% | -323.5% | -33.2% |
| All | +69.6% | +969.4% | -899.8% | +27.3% |
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