+2,288.9%
SNDK vs OUST
+292.4%
+1,996.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -23.7% | +31.9% | -55.5% | -30.9% |
| 30D | -45.6% | -4.2% | -41.4% | -45.1% |
| 3M | -30.5% | -9.3% | -21.2% | -29.2% |
| 6M | -45.0% | +51.7% | -96.6% | -51.4% |
| YTD | +262.3% | +76.6% | +185.7% | +200.1% |
| 1Y | +221.0% | +48.9% | +172.1% | +177.6% |
| All | +2,288.9% | +292.4% | +1,996.5% | +1,453.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling