-42.2%
SNAP vs OTIS
-10.9%
-31.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +1.9% | -4.7% | +6.6% | +4.2% |
| 3M | -3.9% | +1.2% | -5.1% | -4.7% |
| 6M | +5.2% | -20.5% | +25.8% | +17.4% |
| YTD | -32.7% | -18.4% | -14.3% | -26.2% |
| 1Y | -24.8% | -18.1% | -6.7% | -18.0% |
| 3Y | -42.2% | -10.6% | -31.6% | -52.6% |
| All | -42.2% | -10.9% | -31.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling