+158.9%
SN vs OUST
+11.1%
+147.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.7% | -11.6% | +2.9% |
| 7D | +10.6% | -0.2% | +10.8% | +10.5% |
| 30D | +20.0% | -24.0% | +44.0% | +22.1% |
| 3M | +30.4% | -29.9% | +60.2% | +32.9% |
| 6M | +91.0% | +19.1% | +71.8% | +78.6% |
| YTD | +95.9% | +55.0% | +40.9% | +71.6% |
| 1Y | +158.9% | +21.2% | +137.7% | +135.8% |
| All | +158.9% | +11.1% | +147.8% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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