+404.4%
SNXX vs OUST
+44.7%
+359.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -5.7% |
| 7D | +16.8% | -1.7% | +18.4% | +18.6% |
| 30D | +65.3% | -21.9% | +87.2% | +104.1% |
| 3M | -34.8% | -8.2% | -26.5% | -18.3% |
| 6M | +255.1% | +57.5% | +197.7% | +243.7% |
| All | +404.4% | +44.7% | +359.7% | +389.2% |
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