+293.8%
SNXX vs OUST
+59.7%
+234.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.7% | +21.7% | +21.8% |
| 7D | +34.9% | +5.2% | +29.7% | +28.7% |
| 30D | +52.5% | -19.3% | +71.8% | +87.6% |
| 3M | -41.3% | -22.6% | -18.7% | -17.2% |
| 6M | +293.8% | +62.8% | +231.0% | +208.2% |
| All | +293.8% | +59.7% | +234.1% | +208.2% |
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 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