+425.4%
SN vs OUST
+416.4%
+9.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.1% |
| 7D | +3.8% | -5.0% | +8.9% | +4.2% |
| 30D | +17.5% | -32.0% | +49.6% | +21.6% |
| 3M | +19.2% | -32.4% | +51.6% | +22.8% |
| 6M | +84.9% | +6.7% | +78.2% | +75.6% |
| YTD | +94.0% | +41.0% | +53.0% | +76.6% |
| 1Y | +151.3% | +18.0% | +133.4% | +132.3% |
| 3Y | +387.1% | +560.6% | -173.6% | +257.5% |
| All | +425.4% | +416.4% | +9.0% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling