-95.7%
SNDQ vs OUST
+32.0%
-127.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.7% | -25.5% | -22.2% |
| 7D | -30.8% | +5.2% | -36.1% | -27.0% |
| 30D | -51.7% | -19.3% | -32.5% | -58.8% |
| 3M | -78.0% | -22.6% | -55.4% | -71.3% |
| All | -95.7% | +32.0% | -127.7% | -92.7% |
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 · Available span rolling