-100.0%
SOXS vs OTIS
-17.8%
-82.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.3% | -2.4% |
| 7D | -4.7% | -3.0% | -1.8% | -9.5% |
| 30D | +7.7% | -6.0% | +13.8% | -4.4% |
| 3M | -10.2% | -0.9% | -9.3% | -14.9% |
| 6M | -99.2% | -17.3% | -81.9% | -99.5% |
| YTD | -99.5% | -19.6% | -80.0% | -99.7% |
| 1Y | -99.8% | -21.0% | -78.7% | -99.9% |
| 3Y | -100.0% | -12.1% | -87.9% | -100.0% |
| All | -100.0% | -17.8% | -82.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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