+327.2%
SMH vs OTIS
-17.8%
+345.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +0.3% | -3.0% | +3.2% | +1.9% |
| 30D | -2.8% | -6.0% | +3.2% | +0.5% |
| 3M | -6.7% | -0.9% | -5.8% | -7.2% |
| 6M | +41.8% | -17.3% | +59.1% | +56.9% |
| YTD | +57.9% | -19.6% | +77.4% | +76.3% |
| 1Y | +87.6% | -21.0% | +108.7% | +111.3% |
| 3Y | +282.9% | -12.1% | +295.0% | +271.8% |
| All | +327.2% | -17.8% | +345.0% | +303.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling