+15.6%
SPGI vs OTIS
+1.7%
+13.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +1.6% | +1.7% | -0.1% | +0.7% |
| 30D | +16.1% | +18.5% | -2.4% | +6.6% |
| 3M | +15.5% | +7.9% | +7.6% | +11.0% |
| 6M | +19.6% | +5.7% | +14.0% | +16.0% |
| YTD | -3.6% | -9.1% | +5.5% | +0.3% |
| 1Y | +2.2% | -11.6% | +13.8% | +7.9% |
| 3Y | +30.1% | +0.6% | +29.5% | +20.8% |
| All | +15.6% | +1.7% | +13.9% | +2.9% |
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