-18.5%
OTIS vs SPXS
-85.4%
+66.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.6% |
| 7D | -5.0% | +6.4% | -11.4% | -3.6% |
| 30D | -6.5% | +6.0% | -12.5% | -5.1% |
| 3M | -2.0% | -11.6% | +9.7% | -4.4% |
| 6M | -20.2% | -28.7% | +8.5% | -25.6% |
| YTD | -21.0% | -26.3% | +5.3% | -25.6% |
| 1Y | -20.9% | -34.9% | +14.1% | -27.5% |
| 3Y | -13.3% | -79.5% | +66.1% | -37.9% |
| 5Y | -18.5% | -85.9% | +67.4% | -41.1% |
| All | -18.5% | -85.4% | +66.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling