-90.2%
SNDQ vs OUST
+21.3%
-111.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.5% | +19.6% | +3.0% |
| 7D | -18.7% | -3.8% | -14.9% | -19.6% |
| 30D | +69.5% | +5.1% | +64.4% | +96.4% |
| 3M | +54.2% | -25.8% | +80.0% | +40.2% |
| 6M | -69.6% | -2.0% | -67.6% | -51.4% |
| All | -90.2% | +21.3% | -111.5% | -82.4% |
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 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