+430.5%
SN vs OUST
+467.5%
-37.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.7% | -11.6% | +2.6% |
| 7D | +10.6% | -0.2% | +10.8% | +10.5% |
| 30D | +20.0% | -24.0% | +44.0% | +22.8% |
| 3M | +30.4% | -29.9% | +60.2% | +33.8% |
| 6M | +91.0% | +19.1% | +71.8% | +79.4% |
| YTD | +95.9% | +55.0% | +40.9% | +76.7% |
| 1Y | +158.9% | +21.2% | +137.7% | +138.8% |
| 3Y | +391.8% | +626.0% | -234.2% | +257.8% |
| All | +430.5% | +467.5% | -37.0% | +276.7% |
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