+439.5%
SN vs OUST
+488.7%
-49.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.3% |
| 7D | +7.2% | +17.0% | -9.8% | +5.3% |
| 30D | +20.4% | -16.5% | +36.9% | +21.9% |
| 3M | +23.9% | -23.7% | +47.6% | +26.0% |
| 6M | +93.0% | +18.4% | +74.7% | +81.5% |
| YTD | +99.2% | +60.8% | +38.5% | +78.9% |
| 1Y | +142.6% | +44.2% | +98.4% | +119.7% |
| 3Y | +398.8% | +668.1% | -269.3% | +260.9% |
| All | +439.5% | +488.7% | -49.3% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling