-16.8%
OTIS vs SPG
+104.0%
-120.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | -2.2% | -1.7% | -0.5% | -1.5% |
| 30D | -4.3% | -6.3% | +1.9% | -1.9% |
| 3M | -2.2% | -2.4% | +0.3% | -1.3% |
| 6M | -19.9% | +9.6% | -29.5% | -22.8% |
| YTD | -19.3% | +14.2% | -33.5% | -23.6% |
| 1Y | -19.6% | +19.3% | -38.9% | -25.2% |
| 3Y | -11.5% | +106.7% | -118.2% | -35.9% |
| 5Y | -16.8% | +104.2% | -121.0% | -42.0% |
| All | -16.8% | +104.0% | -120.8% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling