+2,684.0%
SNDK vs OUST
+33.5%
+2,650.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.2% |
| 7D | +17.2% | +5.2% | +11.9% | +14.6% |
| 30D | +28.8% | -19.3% | +48.1% | +40.7% |
| 3M | -1.1% | -22.6% | +21.5% | +8.6% |
| 6M | +190.5% | +62.8% | +127.7% | +135.8% |
| YTD | +633.0% | +68.3% | +564.7% | +469.8% |
| 1Y | +2,684.0% | +28.5% | +2,655.5% | +2,253.4% |
| All | +2,684.0% | +33.5% | +2,650.5% | +2,253.4% |
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