-2.7%
SMCI vs OTIS
-14.9%
+12.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | +30.6% | -2.0% | +32.6% | +31.0% |
| 3M | -15.6% | +2.6% | -18.2% | -16.7% |
| 6M | +21.3% | -20.9% | +42.2% | +28.7% |
| YTD | +35.3% | -17.1% | +52.4% | +40.5% |
| 1Y | -2.7% | -15.9% | +13.2% | -1.0% |
| All | -2.7% | -14.9% | +12.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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