+277.4%
SMH vs OTIS
-13.8%
+291.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | +1.4% | -5.0% | +6.4% | +2.8% |
| 30D | -2.2% | -6.5% | +4.3% | -0.5% |
| 3M | -1.9% | -2.0% | +0.1% | -1.9% |
| 6M | +41.0% | -20.2% | +61.2% | +50.9% |
| YTD | +55.6% | -21.0% | +76.5% | +66.3% |
| 1Y | +86.8% | -20.9% | +107.7% | +98.9% |
| All | +277.4% | -13.8% | +291.2% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling