+15.9%
SNOW vs OUST
-64.1%
+80.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.7% | -0.1% |
| 7D | -9.9% | +17.0% | -26.9% | -12.6% |
| 30D | -17.1% | -16.5% | -0.6% | -14.9% |
| 3M | -13.2% | -23.7% | +10.4% | -10.3% |
| 6M | +97.4% | +18.4% | +79.1% | +78.3% |
| YTD | +25.8% | +60.8% | -35.0% | +5.4% |
| 1Y | +4.2% | +44.2% | -40.0% | -11.5% |
| 3Y | +91.3% | +668.1% | -576.8% | -8.3% |
| 5Y | -24.4% | -48.8% | +24.5% | -37.4% |
| All | +15.9% | -64.1% | +80.0% | +5.6% |
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 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