+447.8%
SN vs OUST
+466.5%
-18.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.5% | +11.4% | +3.7% |
| 7D | +1.5% | -3.8% | +5.3% | +1.8% |
| 30D | +21.5% | +5.1% | +16.5% | +20.3% |
| 3M | +20.0% | -25.8% | +45.9% | +22.4% |
| 6M | +119.9% | -2.0% | +121.9% | +112.2% |
| YTD | +102.3% | +54.7% | +47.6% | +82.1% |
| 1Y | +148.0% | +48.8% | +99.2% | +123.6% |
| 3Y | +450.0% | +607.8% | -157.8% | +299.0% |
| All | +447.8% | +466.5% | -18.7% | +288.3% |
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