-26.1%
SNOW vs OUST
-53.0%
+27.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.5% | +5.9% | -1.1% |
| 7D | +5.5% | -3.8% | +9.3% | +6.1% |
| 30D | -13.2% | +5.1% | -18.2% | -14.3% |
| 3M | -13.7% | -25.8% | +12.1% | -10.3% |
| 6M | +91.0% | -2.0% | +93.0% | +80.5% |
| YTD | +32.7% | +54.7% | -22.1% | +11.5% |
| 1Y | +13.3% | +48.8% | -35.5% | -4.7% |
| 3Y | +83.4% | +607.8% | -524.5% | -13.5% |
| All | -26.1% | -53.0% | +27.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling