+104.3%
SNPS vs OUST
-65.5%
+169.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.5% | +6.9% | -0.6% |
| 7D | +1.1% | -3.8% | +4.8% | +1.4% |
| 30D | -5.2% | +5.1% | -10.2% | -6.1% |
| 3M | +10.6% | -25.8% | +36.4% | +13.6% |
| 6M | -10.6% | -2.0% | -8.6% | -13.2% |
| YTD | -3.1% | +54.7% | -57.8% | -12.0% |
| 1Y | +15.6% | +48.8% | -33.2% | +5.2% |
| 3Y | -12.9% | +607.8% | -620.8% | -38.6% |
| 5Y | +31.2% | -52.7% | +83.9% | +16.8% |
| All | +104.3% | -65.5% | +169.8% | +91.6% |
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