-92.6%
SNAP vs OTIS
-13.2%
-79.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | +0.7% | -0.7% | +1.5% | +1.3% |
| 30D | +2.6% | -2.0% | +4.6% | +3.9% |
| 3M | -9.9% | +2.6% | -12.4% | -11.9% |
| 6M | +1.9% | -20.9% | +22.8% | +20.0% |
| YTD | -32.2% | -17.1% | -15.1% | -23.5% |
| 1Y | -22.8% | -15.9% | -6.9% | -14.2% |
| 3Y | -47.6% | -12.7% | -34.9% | -47.4% |
| All | -92.6% | -13.2% | -79.4% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling