+48.3%
SRE vs OTIS
-19.0%
+67.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.9% |
| 30D | -1.7% | -6.5% | +4.8% | +0.2% |
| 3M | -7.1% | -2.0% | -5.1% | -6.8% |
| 6M | -8.4% | -20.2% | +11.8% | -2.3% |
| YTD | -3.5% | -21.0% | +17.5% | +3.0% |
| 1Y | +5.4% | -20.9% | +26.2% | +12.3% |
| 3Y | +29.5% | -13.3% | +42.9% | +31.3% |
| 5Y | +48.3% | -18.5% | +66.8% | +45.7% |
| All | +48.3% | -19.0% | +67.3% | +45.7% |
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