-12.1%
OTIS vs SOXQ
+232.9%
-245.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.6% |
| 7D | -3.0% | +0.8% | -3.7% | -3.0% |
| 30D | -6.0% | -4.6% | -1.4% | -5.7% |
| 3M | -0.9% | -10.2% | +9.3% | -0.2% |
| 6M | -17.3% | +49.7% | -67.0% | -22.6% |
| YTD | -19.6% | +67.2% | -86.8% | -26.1% |
| 1Y | -21.0% | +98.0% | -119.0% | -29.7% |
| 3Y | -12.1% | +237.2% | -249.2% | -35.6% |
| All | -12.1% | +232.9% | -245.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling