+69.1%
OTIS vs SPG
+529.5%
-460.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | -6.0% | -6.1% | +0.1% | -4.6% |
| 3M | -0.9% | -3.6% | +2.8% | 0.0% |
| 6M | -17.3% | +10.4% | -27.7% | -19.3% |
| YTD | -19.6% | +14.4% | -33.9% | -22.2% |
| 1Y | -21.0% | +16.5% | -37.6% | -24.0% |
| 3Y | -12.1% | +106.8% | -118.9% | -26.2% |
| 5Y | -17.1% | +108.9% | -126.0% | -31.2% |
| All | +69.1% | +529.5% | -460.5% | +19.1% |
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