+17.9%
SNPS vs OTIS
-17.1%
+35.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | -5.5% | -2.2% | -3.3% | -4.3% |
| 30D | -4.5% | -4.3% | -0.2% | -2.3% |
| 3M | -15.5% | -2.2% | -13.3% | -14.9% |
| 6M | -10.1% | -19.9% | +9.8% | +1.4% |
| YTD | -16.3% | -19.3% | +3.0% | -6.9% |
| 1Y | -34.9% | -19.6% | -15.4% | -27.6% |
| 3Y | -14.4% | -11.5% | -2.8% | -15.4% |
| 5Y | +17.9% | -16.8% | +34.7% | +17.0% |
| All | +17.9% | -17.1% | +35.0% | +17.0% |
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