+88.8%
OTIS vs SPG
+618.0%
-529.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -3.0% | +3.1% | -6.1% | -3.7% |
| 30D | +14.0% | +16.4% | -2.4% | +9.9% |
| 3M | +4.9% | +7.1% | -2.1% | +3.2% |
| 6M | +5.4% | +16.1% | -10.7% | +1.6% |
| YTD | -10.2% | +30.4% | -40.6% | -15.8% |
| 1Y | -13.4% | +33.0% | -46.4% | -19.2% |
| 3Y | -0.7% | +134.6% | -135.4% | -19.2% |
| 5Y | -2.1% | +84.9% | -87.0% | -18.0% |
| All | +88.8% | +618.0% | -529.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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