+1,057.7%
SMH vs OTIS
+93.9%
+963.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | -1.5% | -4.7% | +3.2% | +0.4% |
| 3M | -4.1% | +1.2% | -5.3% | -5.3% |
| 6M | +50.8% | -20.5% | +71.3% | +65.8% |
| YTD | +59.3% | -18.4% | +77.8% | +72.3% |
| 1Y | +94.1% | -18.1% | +112.2% | +108.9% |
| 3Y | +286.7% | -10.6% | +297.3% | +289.6% |
| 5Y | +339.4% | -16.1% | +355.5% | +340.0% |
| All | +1,057.7% | +93.9% | +963.8% | +931.5% |
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