+21.2%
OUST vs SBAC
+2.4%
+18.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +5.8% | +9.9% | +17.0% |
| 7D | -0.2% | +5.8% | -6.0% | +0.9% |
| 30D | -24.0% | +20.8% | -44.8% | -20.1% |
| 3M | -29.9% | +4.8% | -34.6% | -29.4% |
| 6M | +19.1% | -9.1% | +28.3% | +21.2% |
| YTD | +55.0% | +3.1% | +51.9% | +52.9% |
| 1Y | +21.2% | +2.2% | +19.0% | +20.3% |
| All | +21.2% | +2.4% | +18.8% | +20.3% |
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