+17.1%
SNPS vs OUST
-56.2%
+73.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.6% |
| 7D | -11.0% | +5.2% | -16.2% | -11.6% |
| 30D | -1.7% | -19.3% | +17.5% | +0.6% |
| 3M | -20.4% | -22.6% | +2.3% | -19.7% |
| 6M | -8.6% | +62.8% | -71.4% | -17.1% |
| YTD | -16.2% | +68.3% | -84.5% | -24.7% |
| 1Y | -34.6% | +28.5% | -63.1% | -39.9% |
| 3Y | -14.5% | +554.0% | -568.5% | -40.9% |
| All | +17.1% | -56.2% | +73.3% | +20.8% |
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