+373.7%
SPMO vs OTIS
+91.8%
+281.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | +1.1% | -4.3% | +5.4% | +2.4% |
| 3M | +2.0% | -2.2% | +4.2% | +2.4% |
| 6M | +26.5% | -19.9% | +46.4% | +35.4% |
| YTD | +26.5% | -19.3% | +45.8% | +34.7% |
| 1Y | +27.9% | -19.6% | +47.5% | +36.1% |
| 3Y | +160.4% | -11.5% | +171.9% | +162.8% |
| 5Y | +151.5% | -16.8% | +168.3% | +153.1% |
| All | +373.7% | +91.8% | +281.9% | +292.6% |
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