+4,727.7%
SNDK vs OUST
+284.9%
+4,442.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.1% |
| 7D | +13.1% | +12.7% | +0.4% | +8.7% |
| 30D | +43.4% | -13.6% | +57.0% | +50.2% |
| 3M | +5.8% | -8.3% | +14.1% | +9.0% |
| 6M | +229.6% | +85.0% | +144.6% | +178.1% |
| YTD | +632.2% | +73.2% | +558.9% | +517.5% |
| 1Y | +2,365.4% | +32.5% | +2,332.9% | +2,098.6% |
| All | +4,727.7% | +284.9% | +4,442.8% | +3,095.4% |
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 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