+245.5%
SNPS vs OTIS
+87.9%
+157.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | -4.6% | -5.0% | +0.4% | -2.6% |
| 30D | -3.3% | -6.5% | +3.1% | -0.8% |
| 3M | -13.8% | -2.0% | -11.8% | -13.4% |
| 6M | -8.2% | -20.2% | +12.0% | +0.2% |
| YTD | -15.4% | -21.0% | +5.5% | -7.8% |
| 1Y | +2.4% | -20.9% | +23.3% | +11.4% |
| 3Y | -13.5% | -13.3% | -0.2% | -10.7% |
| 5Y | +19.5% | -18.5% | +38.0% | +22.0% |
| All | +245.5% | +87.9% | +157.6% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling