+71.4%
OTIS vs SBAC
-20.8%
+92.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -4.7% | +3.2% | -8.0% | -5.6% |
| 3M | +1.2% | -5.1% | +6.3% | +2.3% |
| 6M | -20.5% | -2.1% | -18.4% | -20.9% |
| YTD | -18.4% | -0.5% | -17.9% | -19.3% |
| 1Y | -18.1% | +1.1% | -19.2% | -19.5% |
| 3Y | -10.6% | -7.4% | -3.1% | -11.1% |
| 5Y | -16.1% | -44.3% | +28.2% | -4.8% |
| All | +71.4% | -20.8% | +92.2% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling