-90.4%
SNAP vs OUST
-56.4%
-34.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.0% | -5.0% | -12.1% |
| 7D | -10.4% | -5.0% | -5.3% | -9.3% |
| 30D | -11.9% | -32.0% | +20.1% | -4.9% |
| 3M | -4.5% | -32.4% | +27.9% | +2.2% |
| 6M | -16.7% | +6.7% | -23.4% | -24.5% |
| YTD | -36.9% | +41.0% | -78.0% | -47.4% |
| 1Y | -30.3% | +18.0% | -48.2% | -39.9% |
| 3Y | -52.5% | +560.6% | -613.1% | -79.4% |
| 5Y | -90.4% | -55.1% | -35.3% | -89.1% |
| All | -90.4% | -56.4% | -34.0% | -89.1% |
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