-18.3%
OTIS vs SN
+496.6%
-515.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -4.7% | -5.6% | +0.9% | -4.3% |
| 3M | +1.2% | +48.1% | -46.8% | -2.1% |
| 6M | -20.5% | +57.6% | -78.2% | -23.6% |
| YTD | -18.4% | +56.5% | -75.0% | -21.6% |
| 1Y | -18.1% | +52.6% | -70.6% | -21.4% |
| 3Y | -10.6% | +412.0% | -422.5% | -20.6% |
| All | -18.3% | +496.6% | -515.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling