-11.8%
SNDU vs OUST
+58.0%
-69.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | 0.0% | +27.5% | +27.5% |
| 7D | -20.3% | +14.0% | -34.3% | -26.0% |
| 30D | -64.4% | +2.5% | -67.0% | -64.0% |
| 3M | -57.5% | -15.3% | -42.2% | -49.5% |
| 6M | -82.9% | +42.6% | -125.5% | -82.3% |
| All | -11.8% | +58.0% | -69.8% | -23.3% |
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