+69.1%
OTIS vs SBAC
-22.2%
+91.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.2% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | -0.9% | -8.3% | +7.4% | +1.1% |
| 6M | -17.3% | +0.3% | -17.6% | -18.3% |
| YTD | -19.6% | -2.2% | -17.4% | -20.1% |
| 1Y | -21.0% | -4.6% | -16.4% | -21.1% |
| 3Y | -12.1% | -8.3% | -3.8% | -12.4% |
| 5Y | -17.1% | -42.8% | +25.8% | -6.5% |
| All | +69.1% | -22.2% | +91.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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