+2.5%
OTIS vs SIMO
+169.9%
-167.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.4% |
| 7D | +0.5% | -8.5% | +9.0% | +0.7% |
| 30D | +19.4% | -34.8% | +54.3% | +21.2% |
| 3M | +7.1% | -32.8% | +39.9% | +8.1% |
| 6M | +6.6% | -32.0% | +38.6% | +6.5% |
| YTD | -8.3% | +87.0% | -95.3% | -17.8% |
| 1Y | -11.6% | +86.1% | -97.7% | -20.8% |
| 3Y | +3.1% | +226.4% | -223.3% | -16.1% |
| 5Y | +2.5% | +172.1% | -169.7% | -17.4% |
| All | +2.5% | +169.9% | -167.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling