+69.6%
OTIS vs SPXS
-98.7%
+168.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.7% |
| 7D | -2.2% | +1.2% | -3.4% | -1.8% |
| 30D | -4.3% | +5.2% | -9.5% | -3.1% |
| 3M | -2.2% | -9.2% | +7.0% | -4.0% |
| 6M | -19.9% | -29.6% | +9.7% | -25.5% |
| YTD | -19.3% | -27.6% | +8.3% | -24.3% |
| 1Y | -19.6% | -36.7% | +17.2% | -26.7% |
| 3Y | -11.5% | -79.8% | +68.3% | -35.7% |
| 5Y | -16.8% | -85.9% | +69.1% | -38.1% |
| All | +69.6% | -98.7% | +168.3% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling