-16.5%
OTIS vs SPYG
+85.2%
-101.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.6% |
| 30D | -6.0% | -1.5% | -4.5% | -5.4% |
| 3M | -0.9% | +3.7% | -4.6% | -2.8% |
| 6M | -17.3% | +16.4% | -33.8% | -23.6% |
| YTD | -19.6% | +13.3% | -32.9% | -24.9% |
| 1Y | -21.0% | +17.9% | -38.9% | -27.9% |
| 3Y | -12.1% | +98.3% | -110.4% | -42.7% |
| All | -16.5% | +85.2% | -101.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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