+90.7%
OTIS vs SBAC
-20.0%
+110.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +12.8% | +5.5% | +7.3% | +11.1% |
| 3M | +7.4% | +3.1% | +4.3% | +6.3% |
| 6M | +7.7% | -7.0% | +14.7% | +9.1% |
| YTD | -9.3% | +0.5% | -9.8% | -10.7% |
| 1Y | -12.1% | +0.2% | -12.3% | -13.4% |
| 3Y | +0.6% | -7.4% | +8.0% | +0.1% |
| 5Y | -1.1% | -39.7% | +38.6% | +9.9% |
| All | +90.7% | -20.0% | +110.7% | +85.3% |
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