+66.7%
SNXX vs OUST
+37.7%
+29.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +15.7% | -31.5% | -28.4% |
| 7D | -47.8% | -0.2% | -47.6% | -48.4% |
| 30D | -66.0% | -24.0% | -42.0% | -57.9% |
| 3M | -57.5% | -29.9% | -27.6% | -44.1% |
| 6M | -66.7% | +19.1% | -85.9% | -62.0% |
| All | +66.7% | +37.7% | +29.0% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling