+124.7%
SPGI vs OTIS
+91.8%
+32.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.1% |
| 30D | +2.0% | -4.3% | +6.4% | +4.1% |
| 3M | +4.3% | -2.2% | +6.5% | +5.3% |
| 6M | -0.2% | -19.9% | +19.7% | +9.8% |
| YTD | -14.8% | -19.3% | +4.5% | -6.8% |
| 1Y | -18.5% | -19.6% | +1.0% | -11.0% |
| 3Y | +16.0% | -11.5% | +27.5% | +18.3% |
| 5Y | +2.2% | -16.8% | +19.0% | +4.8% |
| All | +124.7% | +91.8% | +32.9% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling