-36.7%
SNDU vs OTIS
-3.9%
-32.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -14.6% |
| 7D | +16.8% | -5.0% | +21.8% | -3.8% |
| 30D | +64.3% | -6.5% | +70.7% | +29.1% |
| 3M | -36.7% | -2.0% | -34.7% | -43.4% |
| All | -36.7% | -3.9% | -32.8% | -43.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling