-2.0%
OUST vs SNY
+13.9%
-15.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.2% | -8.3% | -8.6% |
| 7D | -3.8% | +2.8% | -6.6% | -2.7% |
| 30D | +5.1% | +21.6% | -16.6% | +20.6% |
| 3M | -25.8% | +10.5% | -36.3% | -19.9% |
| 6M | -2.0% | +14.0% | -16.0% | +10.3% |
| All | -2.0% | +13.9% | -15.9% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling