+319.5%
SN vs OUST
+516.4%
-196.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -9.3% | +5.2% | -14.6% | -9.8% |
| 30D | -4.8% | -19.3% | +14.5% | -3.0% |
| 3M | +40.4% | -22.6% | +63.1% | +40.9% |
| 6M | +50.9% | +62.8% | -11.8% | +37.1% |
| YTD | +54.9% | +68.3% | -13.4% | +39.5% |
| 1Y | +43.0% | +28.5% | +14.5% | +30.7% |
| 3Y | +391.8% | +554.0% | -162.2% | +249.7% |
| All | +319.5% | +516.4% | -196.9% | +197.3% |
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 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