+448.1%
SN vs OUST
+546.7%
-98.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +7.6% | +31.9% | -24.3% | +4.4% |
| 30D | +22.4% | -4.2% | +26.7% | +22.3% |
| 3M | +21.7% | -9.3% | +30.9% | +21.6% |
| 6M | +102.8% | +51.7% | +51.2% | +85.7% |
| YTD | +102.4% | +76.6% | +25.8% | +80.0% |
| 1Y | +139.0% | +48.9% | +90.1% | +115.8% |
| 3Y | +440.4% | +675.3% | -234.9% | +287.6% |
| All | +448.1% | +546.7% | -98.6% | +283.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling