-8.2%
OTIS vs SOXQ
+279.9%
-288.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | -5.0% | +2.3% | -7.3% | -5.5% |
| 30D | -6.5% | -3.9% | -2.6% | -5.9% |
| 3M | -2.0% | -4.7% | +2.8% | -2.2% |
| 6M | -20.2% | +47.9% | -68.1% | -29.0% |
| YTD | -21.0% | +64.3% | -85.3% | -31.9% |
| 1Y | -20.9% | +95.7% | -116.6% | -35.4% |
| 3Y | -13.3% | +231.5% | -244.8% | -43.2% |
| 5Y | -18.5% | +255.0% | -273.5% | -50.1% |
| All | -8.2% | +279.9% | -288.1% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling