+2,390.7%
SMCI vs OTIS
+91.3%
+2,299.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.9% |
| 30D | +6.6% | -6.0% | +12.6% | +9.9% |
| 3M | +25.4% | -0.9% | +26.3% | +24.6% |
| 6M | +26.1% | -17.3% | +43.5% | +38.6% |
| YTD | +37.0% | -19.6% | +56.6% | +52.3% |
| 1Y | -8.8% | -21.0% | +12.3% | +2.1% |
| 3Y | +44.6% | -12.1% | +56.7% | +48.7% |
| 5Y | +995.9% | -17.1% | +1,013.0% | +1,031.8% |
| All | +2,390.7% | +91.3% | +2,299.4% | +1,918.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling