-20.7%
SNAP vs OTIS
-9.8%
-11.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +5.2% |
| 7D | -0.7% | +9.5% | -10.2% | -2.2% |
| 30D | +5.5% | +21.1% | -15.6% | +2.0% |
| 3M | +2.2% | +9.0% | -6.8% | +1.1% |
| 6M | -4.1% | +6.4% | -10.5% | -4.5% |
| YTD | -26.6% | -7.1% | -19.5% | -25.0% |
| 1Y | -20.7% | -10.1% | -10.6% | -18.5% |
| All | -20.7% | -9.8% | -11.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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