-11.3%
SNPS vs OUST
+729.1%
-740.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -0.6% | +31.9% | -32.5% | -4.1% |
| 30D | -9.8% | -4.2% | -5.6% | -9.8% |
| 3M | +11.7% | -9.3% | +21.0% | +12.1% |
| 6M | -10.9% | +51.7% | -62.6% | -18.1% |
| YTD | -2.1% | +76.6% | -78.7% | -12.4% |
| 1Y | +14.8% | +48.9% | -34.1% | +4.2% |
| 3Y | -11.3% | +675.3% | -686.6% | -29.8% |
| All | -11.3% | +729.1% | -740.4% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling