+69.1%
OTIS vs SPXS
-98.7%
+167.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.2% |
| 7D | -3.0% | +2.5% | -5.5% | -2.4% |
| 30D | -6.0% | +4.2% | -10.2% | -5.0% |
| 3M | -0.9% | -9.3% | +8.4% | -2.8% |
| 6M | -17.3% | -30.7% | +13.4% | -23.4% |
| YTD | -19.6% | -28.1% | +8.5% | -24.6% |
| 1Y | -21.0% | -35.1% | +14.0% | -27.6% |
| 3Y | -12.1% | -79.6% | +67.5% | -35.9% |
| 5Y | -17.1% | -86.3% | +69.2% | -38.8% |
| All | +69.1% | -98.7% | +167.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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