+25.5%
SNOW vs OUST
-62.3%
+87.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.1% |
| 7D | +10.8% | +19.9% | -9.1% | +7.2% |
| 30D | -16.5% | +3.6% | -20.1% | -17.4% |
| 3M | -10.1% | -20.6% | +10.5% | -7.6% |
| 6M | +96.5% | +35.1% | +61.5% | +74.4% |
| YTD | +36.2% | +69.1% | -33.0% | +13.1% |
| 1Y | +10.7% | +49.9% | -39.2% | -6.6% |
| 3Y | +86.2% | +642.4% | -556.2% | -9.3% |
| 5Y | -22.7% | -48.3% | +25.6% | -36.1% |
| All | +25.5% | -62.3% | +87.8% | +13.3% |
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 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