-100.0%
SOXS vs OTIS
+91.8%
-191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -3.4% |
| 7D | -16.6% | -2.2% | -14.4% | -19.2% |
| 30D | -4.4% | -4.3% | 0.0% | -10.7% |
| 3M | -26.2% | -2.2% | -24.1% | -30.2% |
| 6M | -99.3% | -19.9% | -79.4% | -99.5% |
| YTD | -99.5% | -19.3% | -80.2% | -99.7% |
| 1Y | -99.8% | -19.6% | -80.2% | -99.8% |
| 3Y | -100.0% | -11.5% | -88.5% | -100.0% |
| 5Y | -100.0% | -16.8% | -83.2% | -100.0% |
| All | -100.0% | +91.8% | -191.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling