+97.6%
SNPS vs OUST
-68.5%
+166.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.0% | +4.1% | -3.8% |
| 7D | -10.2% | -5.0% | -5.1% | -9.8% |
| 30D | -12.8% | -32.0% | +19.2% | -9.2% |
| 3M | +9.9% | -32.4% | +42.2% | +14.2% |
| 6M | -12.4% | +6.7% | -19.1% | -16.1% |
| YTD | -6.3% | +41.0% | -47.3% | -13.8% |
| 1Y | +7.6% | +18.0% | -10.3% | +0.6% |
| 3Y | -9.8% | +560.6% | -570.4% | -35.9% |
| 5Y | +29.2% | -55.1% | +84.3% | +16.2% |
| All | +97.6% | -68.5% | +166.1% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling