+5.1%
SPGI vs OTIS
-14.6%
+19.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | +5.4% | -4.7% | +10.1% | +7.9% |
| 3M | +9.0% | +1.2% | +7.8% | +8.3% |
| 6M | +0.8% | -20.5% | +21.3% | +12.4% |
| YTD | -12.6% | -18.4% | +5.9% | -4.0% |
| 1Y | -16.1% | -18.1% | +2.0% | -8.5% |
| 3Y | +19.0% | -10.6% | +29.5% | +18.0% |
| 5Y | +5.1% | -16.1% | +21.1% | +2.1% |
| All | +5.1% | -14.6% | +19.6% | +2.1% |
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