-81.7%
SNXX vs OUST
+55.9%
-137.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | 0.0% | +27.1% | +27.1% |
| 7D | -19.2% | +14.0% | -33.2% | -25.4% |
| 30D | -63.6% | +2.5% | -66.1% | -63.3% |
| 3M | -55.9% | -15.3% | -40.6% | -47.5% |
| 6M | -81.7% | +42.6% | -124.3% | -81.6% |
| All | -81.7% | +55.9% | -137.6% | -81.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling