+448.0%
SNXX vs OUST
+48.8%
+399.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +5.5% |
| 7D | +27.3% | +4.0% | +23.3% | +23.2% |
| 30D | +89.3% | -14.0% | +103.3% | +115.6% |
| 3M | -29.6% | -5.9% | -23.6% | -13.7% |
| 6M | +324.4% | +76.4% | +248.1% | +301.6% |
| All | +448.0% | +48.8% | +399.1% | +418.6% |
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