-27.1%
SNAP vs OTIS
-18.7%
-8.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -0.7% | -4.3% | +3.6% | +0.5% |
| 3M | -5.0% | -2.2% | -2.8% | -4.3% |
| 6M | +3.5% | -19.9% | +23.4% | +9.1% |
| YTD | -34.2% | -19.3% | -14.9% | -30.6% |
| 1Y | -27.1% | -19.6% | -7.5% | -25.0% |
| All | -27.1% | -18.7% | -8.4% | -25.0% |
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