+28.5%
OUST vs SBAC
-3.2%
+31.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.0% |
| 30D | -19.3% | +6.9% | -26.2% | -17.6% |
| 3M | -22.6% | -8.2% | -14.4% | -21.8% |
| 6M | +62.8% | -1.6% | +64.4% | +59.2% |
| YTD | +68.3% | -0.1% | +68.5% | +64.4% |
| 1Y | +28.5% | -0.5% | +29.0% | +28.0% |
| All | +28.5% | -3.2% | +31.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling