+231.1%
SNDK vs OUST
+46.4%
+184.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.2% |
| 7D | +16.2% | +19.9% | -3.7% | +6.8% |
| 30D | -36.8% | +3.6% | -40.4% | -38.0% |
| 3M | -30.3% | -20.6% | -9.6% | -24.3% |
| 6M | -35.4% | +35.1% | -70.5% | -42.6% |
| YTD | +294.9% | +69.1% | +225.8% | +192.2% |
| 1Y | +231.1% | +49.9% | +181.2% | +172.1% |
| All | +231.1% | +46.4% | +184.7% | +172.1% |
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 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