-17.0%
OTIS vs SN
+490.7%
-507.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | -0.7% | -9.3% | +8.6% | 0.0% |
| 30D | -2.0% | -4.8% | +2.8% | -1.7% |
| 3M | +2.6% | +40.4% | -37.9% | -0.4% |
| 6M | -20.9% | +50.9% | -71.9% | -23.8% |
| YTD | -17.1% | +54.9% | -72.0% | -20.3% |
| 1Y | -15.9% | +43.0% | -58.9% | -18.9% |
| 3Y | -12.7% | +391.8% | -404.6% | -22.4% |
| All | -17.0% | +490.7% | -507.7% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling