+1.0%
OTIS vs SPG
+86.1%
-85.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -4.0% |
| 30D | +16.1% | +16.6% | -0.4% | +8.9% |
| 3M | +6.7% | +8.1% | -1.3% | +3.3% |
| 6M | +6.0% | +19.3% | -13.3% | -1.6% |
| YTD | -9.8% | +31.1% | -40.9% | -19.5% |
| 1Y | -12.3% | +32.8% | -45.1% | -22.2% |
| 3Y | -0.2% | +135.8% | -136.0% | -32.8% |
| 5Y | +1.0% | +85.1% | -84.1% | -27.1% |
| All | +1.0% | +86.1% | -85.2% | -27.1% |
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 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