+0.1%
OTIS vs SPG
+137.4%
-137.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -3.9% |
| 30D | +16.1% | +16.6% | -0.4% | +9.7% |
| 3M | +6.7% | +8.1% | -1.3% | +3.6% |
| 6M | +6.0% | +19.3% | -13.3% | -0.7% |
| YTD | -9.8% | +31.1% | -40.9% | -18.2% |
| 1Y | -12.3% | +32.8% | -45.1% | -20.9% |
| All | +0.1% | +137.4% | -137.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling