+432.9%
SNXX vs OTIS
-20.2%
+453.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +22.6% |
| 7D | +34.9% | -0.7% | +35.6% | +33.1% |
| 30D | +52.5% | -2.0% | +54.5% | +49.2% |
| 3M | -41.3% | +2.6% | -43.9% | -35.1% |
| 6M | +293.8% | -20.9% | +314.7% | +181.9% |
| All | +432.9% | -20.2% | +453.1% | +321.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling