+34.6%
SNXX vs OUST
+57.0%
-22.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | 0.0% | +27.1% | +27.1% |
| 7D | -19.2% | +14.0% | -33.2% | -24.5% |
| 30D | -63.6% | +2.5% | -66.1% | -63.1% |
| 3M | -55.9% | -15.3% | -40.6% | -48.3% |
| 6M | -81.7% | +42.6% | -124.3% | -80.9% |
| All | +34.6% | +57.0% | -22.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling