+247.9%
SOXX vs OTIS
-17.8%
+265.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.8% |
| 7D | +1.4% | -3.0% | +4.3% | +3.2% |
| 30D | -3.6% | -6.0% | +2.4% | -0.2% |
| 3M | -10.2% | -0.9% | -9.3% | -10.7% |
| 6M | +54.2% | -17.3% | +71.6% | +71.7% |
| YTD | +75.2% | -19.6% | +94.8% | +96.9% |
| 1Y | +107.5% | -21.0% | +128.5% | +135.4% |
| 3Y | +226.8% | -12.1% | +238.8% | +219.9% |
| All | +247.9% | -17.8% | +265.7% | +231.3% |
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