-43.9%
SNAP vs OTIS
+91.8%
-135.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -5.0% | -2.2% | -2.8% | -4.0% |
| 30D | -0.7% | -4.3% | +3.6% | +1.3% |
| 3M | -5.0% | -2.2% | -2.8% | -4.2% |
| 6M | +3.5% | -19.9% | +23.4% | +14.9% |
| YTD | -34.2% | -19.3% | -14.9% | -27.5% |
| 1Y | -27.1% | -19.6% | -7.5% | -19.6% |
| 3Y | -43.5% | -11.5% | -31.9% | -41.6% |
| 5Y | -92.9% | -16.8% | -76.1% | -92.8% |
| All | -43.9% | +91.8% | -135.8% | -48.4% |
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