-92.8%
SNAP vs OUST
-56.2%
-36.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | +0.7% | +5.2% | -4.5% | -0.4% |
| 30D | +2.6% | -19.3% | +21.9% | +6.9% |
| 3M | -9.9% | -22.6% | +12.8% | -8.9% |
| 6M | +1.9% | +62.8% | -60.9% | -16.3% |
| YTD | -32.2% | +68.3% | -100.6% | -45.1% |
| 1Y | -22.8% | +28.5% | -51.4% | -35.4% |
| 3Y | -47.6% | +554.0% | -601.6% | -77.0% |
| All | -92.8% | -56.2% | -36.7% | -91.6% |
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