-20.7%
SNAP vs OUST
+11.1%
-31.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +15.7% | -9.8% | +3.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.8% |
| 30D | +5.5% | -24.0% | +29.5% | +9.2% |
| 3M | +2.2% | -29.9% | +32.1% | +6.6% |
| 6M | -4.1% | +19.1% | -23.2% | -13.4% |
| YTD | -26.6% | +55.0% | -81.6% | -40.0% |
| 1Y | -20.7% | +21.2% | -41.9% | -33.5% |
| All | -20.7% | +11.1% | -31.8% | -33.5% |
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