+1,238.9%
SPXL vs OTIS
+91.3%
+1,147.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +0.5% |
| 7D | -2.5% | -3.0% | +0.4% | +0.6% |
| 30D | -4.2% | -6.0% | +1.8% | +2.1% |
| 3M | +8.1% | -0.9% | +9.0% | +7.9% |
| 6M | +35.6% | -17.3% | +52.9% | +64.1% |
| YTD | +28.8% | -19.6% | +48.4% | +58.6% |
| 1Y | +39.8% | -21.0% | +60.9% | +74.6% |
| 3Y | +221.4% | -12.1% | +233.5% | +242.6% |
| 5Y | +146.9% | -17.1% | +164.0% | +187.4% |
| All | +1,238.9% | +91.3% | +1,147.6% | +810.1% |
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 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