+103.5%
SRE vs OTIS
+91.3%
+12.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -0.8% | -3.0% | +2.1% | +0.1% |
| 30D | -3.0% | -6.0% | +3.0% | -1.1% |
| 3M | -8.3% | -0.9% | -7.4% | -8.3% |
| 6M | -8.9% | -17.3% | +8.4% | -3.6% |
| YTD | -4.3% | -19.6% | +15.3% | +2.0% |
| 1Y | +2.7% | -21.0% | +23.8% | +10.0% |
| 3Y | +28.7% | -12.1% | +40.8% | +30.7% |
| 5Y | +47.1% | -17.1% | +64.2% | +49.8% |
| All | +103.5% | +91.3% | +12.2% | +57.2% |
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 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