-47.2%
SNAP vs OTIS
+116.3%
-163.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | -19.7% | +18.5% | -38.2% | -26.0% |
| 3M | -6.5% | +7.9% | -14.4% | -10.2% |
| 6M | -17.8% | +5.7% | -23.5% | -20.4% |
| YTD | -38.0% | -9.1% | -29.0% | -35.8% |
| 1Y | -42.5% | -11.6% | -30.9% | -39.5% |
| 3Y | -55.8% | +0.6% | -56.4% | -57.3% |
| 5Y | -90.5% | +1.8% | -92.4% | -91.1% |
| All | -47.2% | +116.3% | -163.5% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling