+260.6%
SNDU vs OUST
+50.6%
+210.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +1.7% | +21.9% | +22.1% |
| 7D | +35.2% | +5.2% | +29.9% | +29.1% |
| 30D | +50.8% | -19.3% | +70.1% | +85.0% |
| 3M | -43.2% | -22.6% | -20.5% | -19.8% |
| All | +260.6% | +50.6% | +210.0% | +224.6% |
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