-20.9%
OTIS vs SIMO
+220.5%
-241.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | -2.1% |
| 7D | -5.0% | +12.5% | -17.6% | -4.8% |
| 30D | -6.5% | +18.4% | -24.9% | -6.1% |
| 3M | -2.0% | +5.6% | -7.6% | -1.7% |
| 6M | -20.2% | +116.9% | -137.1% | -19.2% |
| YTD | -21.0% | +188.4% | -209.4% | -20.8% |
| 1Y | -20.9% | +221.3% | -242.1% | -21.7% |
| All | -20.9% | +220.5% | -241.3% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling