+3.4%
OTIS vs SN
+412.9%
-409.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -0.9% |
| 7D | +4.2% | +7.2% | -2.9% | +3.5% |
| 30D | +20.1% | +20.4% | -0.3% | +17.9% |
| 3M | +7.6% | +23.9% | -16.3% | +5.3% |
| 6M | +4.2% | +93.0% | -88.9% | -2.4% |
| YTD | -8.1% | +99.2% | -107.3% | -14.3% |
| 1Y | -11.5% | +142.6% | -154.1% | -18.8% |
| All | +3.4% | +412.9% | -409.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling