+2,221.7%
SMCI vs OTIS
+87.9%
+2,133.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -2.9% |
| 7D | -1.3% | -5.0% | +3.7% | +1.3% |
| 30D | +18.3% | -6.5% | +24.8% | +22.3% |
| 3M | +27.7% | -2.0% | +29.7% | +27.5% |
| 6M | +17.6% | -20.2% | +37.8% | +31.5% |
| YTD | +27.7% | -21.0% | +48.7% | +43.2% |
| 1Y | -14.9% | -20.9% | +6.0% | -5.0% |
| 3Y | +33.2% | -13.3% | +46.5% | +37.9% |
| 5Y | +921.6% | -18.5% | +940.1% | +964.1% |
| All | +2,221.7% | +87.9% | +2,133.8% | +1,797.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling