+151.3%
SN vs OUST
-1.5%
+152.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.3% |
| 7D | +3.8% | -5.0% | +8.9% | +4.1% |
| 30D | +17.5% | -32.0% | +49.6% | +20.7% |
| 3M | +19.2% | -32.4% | +51.6% | +21.9% |
| 6M | +84.9% | +6.7% | +78.2% | +74.3% |
| YTD | +94.0% | +41.0% | +53.0% | +70.1% |
| 1Y | +151.3% | +18.0% | +133.4% | +125.6% |
| All | +151.3% | -1.5% | +152.9% | +125.6% |
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