+87.6%
SMH vs OTIS
-19.7%
+107.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.6% |
| 7D | +0.3% | -3.0% | +3.2% | -0.1% |
| 30D | -2.8% | -6.0% | +3.2% | -3.3% |
| 3M | -6.7% | -0.9% | -5.8% | -7.0% |
| 6M | +41.8% | -17.3% | +59.1% | +40.3% |
| YTD | +57.9% | -19.6% | +77.4% | +55.4% |
| 1Y | +87.6% | -21.0% | +108.7% | +85.0% |
| All | +87.6% | -19.7% | +107.4% | +85.0% |
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