+82.6%
SPYM vs OTIS
-19.0%
+101.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -2.0% | -5.0% | +3.0% | +0.1% |
| 30D | -1.6% | -6.5% | +4.9% | +1.0% |
| 3M | +4.7% | -2.0% | +6.7% | +5.2% |
| 6M | +12.6% | -20.2% | +32.7% | +23.0% |
| YTD | +11.8% | -21.0% | +32.8% | +22.2% |
| 1Y | +17.5% | -20.9% | +38.4% | +28.1% |
| 3Y | +77.0% | -13.3% | +90.3% | +76.6% |
| 5Y | +82.6% | -18.5% | +101.1% | +78.2% |
| All | +82.6% | -19.0% | +101.6% | +78.2% |
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