-16.1%
OTIS vs SIMO
+297.1%
-313.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.9% |
| 7D | -0.8% | +14.6% | -15.4% | -1.5% |
| 30D | -4.7% | +6.2% | -10.9% | -5.2% |
| 3M | +1.2% | +3.6% | -2.3% | +0.2% |
| 6M | -20.5% | +130.8% | -151.3% | -27.3% |
| YTD | -18.4% | +195.8% | -214.2% | -28.0% |
| 1Y | -18.1% | +225.0% | -243.1% | -28.8% |
| 3Y | -10.6% | +452.3% | -462.9% | -29.1% |
| 5Y | -16.1% | +303.6% | -319.7% | -30.2% |
| All | -16.1% | +297.1% | -313.2% | -30.2% |
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