-14.4%
SMR vs OTIS
-4.7%
-9.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -16.5% |
| 7D | -11.2% | -3.0% | -8.3% | -10.1% |
| 30D | -10.2% | -6.0% | -4.2% | -7.8% |
| 3M | -10.0% | -0.9% | -9.2% | -10.8% |
| 6M | -30.5% | -17.3% | -13.1% | -23.9% |
| YTD | -39.2% | -19.6% | -19.7% | -32.9% |
| 1Y | -75.5% | -21.0% | -54.5% | -72.7% |
| 3Y | +45.4% | -12.1% | +57.5% | +49.6% |
| All | -14.4% | -4.7% | -9.7% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling