-19.2%
SNDU vs OUST
+51.3%
-70.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.2% | -4.1% | -4.4% |
| 7D | +30.7% | +19.9% | +10.8% | +10.1% |
| 30D | -67.1% | +3.6% | -70.7% | -66.9% |
| 3M | -65.1% | -20.6% | -44.5% | -56.0% |
| 6M | -82.0% | +35.1% | -117.0% | -80.5% |
| All | -19.2% | +51.3% | -70.5% | -26.7% |
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 · 6 months rolling