-55.9%
SNXX vs OUST
-12.9%
-42.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | 0.0% | +27.1% | +27.1% |
| 7D | -19.2% | +14.0% | -33.2% | -24.6% |
| 30D | -63.6% | +2.5% | -66.1% | -61.9% |
| 3M | -55.9% | -15.3% | -40.6% | -42.9% |
| All | -55.9% | -12.9% | -42.9% | -42.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling