+93.3%
SNOW vs OTIS
-12.3%
+105.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -2.4% | -3.0% | +0.5% | -1.9% |
| 30D | -1.0% | -6.0% | +5.0% | +0.1% |
| 3M | +36.9% | -0.9% | +37.7% | +36.7% |
| 6M | +83.4% | -17.3% | +100.7% | +91.3% |
| YTD | +50.0% | -19.6% | +69.5% | +57.1% |
| 1Y | +46.5% | -21.0% | +67.5% | +54.2% |
| 3Y | +93.3% | -12.1% | +105.4% | +64.4% |
| All | +93.3% | -12.3% | +105.6% | +64.4% |
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 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