+296.0%
SNPS vs OTIS
+115.8%
+180.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.0% |
| 7D | +1.1% | -1.3% | +2.3% | +1.5% |
| 30D | -5.2% | +12.8% | -17.9% | -9.8% |
| 3M | +10.6% | +7.4% | +3.2% | +6.9% |
| 6M | -10.6% | +7.7% | -18.3% | -13.9% |
| YTD | -3.1% | -9.3% | +6.2% | -0.5% |
| 1Y | +15.6% | -12.1% | +27.7% | +20.2% |
| 3Y | -12.9% | +0.6% | -13.6% | -15.8% |
| 5Y | +31.2% | -1.1% | +32.3% | +25.1% |
| All | +296.0% | +115.8% | +180.2% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling