+194.8%
SNXX vs OTIS
-18.6%
+213.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.8% | -8.8% | -4.0% |
| 7D | -12.0% | -3.0% | -9.1% | -16.6% |
| 30D | +37.9% | -6.0% | +44.0% | +25.8% |
| 3M | -52.7% | -0.9% | -51.8% | -52.6% |
| 6M | +194.8% | -17.3% | +212.1% | +260.4% |
| All | +194.8% | -18.6% | +213.4% | +260.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling