+26.6%
SNOW vs OUST
-60.6%
+87.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.7% | +14.0% | -10.3% | +1.2% |
| 30D | -16.4% | +2.5% | -19.0% | -17.1% |
| 3M | -9.9% | -15.3% | +5.5% | -8.3% |
| 6M | +98.8% | +42.6% | +56.2% | +74.7% |
| YTD | +37.3% | +76.6% | -39.3% | +13.2% |
| 1Y | +11.0% | +54.1% | -43.0% | -6.7% |
| 3Y | +87.8% | +675.3% | -587.5% | -9.2% |
| 5Y | -18.4% | -45.1% | +26.7% | -33.2% |
| All | +26.6% | -60.6% | +87.2% | +13.4% |
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