-65.5%
OUST vs SNY
+22.3%
-87.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.2% | -8.3% | -8.5% |
| 7D | -3.8% | +2.8% | -6.6% | -4.1% |
| 30D | +5.1% | +21.6% | -16.6% | +2.8% |
| 3M | -25.8% | +10.5% | -36.3% | -26.6% |
| 6M | -2.0% | +14.0% | -16.0% | -4.0% |
| YTD | +54.7% | +5.4% | +49.4% | +53.6% |
| 1Y | +48.8% | -2.5% | +51.3% | +49.8% |
| 3Y | +607.8% | +22.1% | +585.7% | +573.4% |
| 5Y | -52.7% | +18.0% | -70.8% | -57.0% |
| All | -65.5% | +22.3% | -87.8% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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