+43.4%
SMH vs OTIS
-9.8%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -1.6% |
| 7D | -11.2% | +9.5% | -20.7% | -8.7% |
| 30D | -20.4% | +21.1% | -41.6% | -16.6% |
| 3M | -12.4% | +9.0% | -21.4% | -9.5% |
| 6M | -0.5% | +6.4% | -6.9% | +2.9% |
| YTD | +40.0% | -7.1% | +47.1% | +42.6% |
| 1Y | +43.4% | -10.1% | +53.5% | +43.6% |
| All | +43.4% | -9.8% | +53.2% | +43.6% |
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