-19.2%
OTIS vs SN
+476.8%
-496.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -1.9% |
| 30D | -4.3% | -9.1% | +4.7% | -3.6% |
| 3M | -2.2% | +31.8% | -33.9% | -4.5% |
| 6M | -19.9% | +52.0% | -71.9% | -22.8% |
| YTD | -19.3% | +51.3% | -70.6% | -22.3% |
| 1Y | -19.6% | +46.9% | -66.4% | -22.5% |
| 3Y | -11.5% | +394.9% | -406.5% | -21.2% |
| All | -19.2% | +476.8% | -496.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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