-11.6%
OTIS vs SN
+140.3%
-151.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +1.7% | +7.6% | -5.8% | +0.6% |
| 30D | +18.5% | +22.4% | -4.0% | +15.0% |
| 3M | +7.9% | +21.7% | -13.8% | +4.7% |
| 6M | +5.7% | +102.8% | -97.1% | -4.8% |
| YTD | -9.1% | +102.4% | -111.5% | -18.2% |
| 1Y | -11.6% | +139.0% | -150.5% | -22.0% |
| All | -11.6% | +140.3% | -151.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling