-62.3%
OUST vs SBAC
-35.2%
-27.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.6% |
| 7D | +19.9% | -3.4% | +23.3% | +21.3% |
| 30D | +3.6% | +2.6% | +1.0% | +2.6% |
| 3M | -20.6% | +2.6% | -23.3% | -21.7% |
| 6M | +35.1% | -11.5% | +46.6% | +38.7% |
| YTD | +69.1% | -1.6% | +70.8% | +61.3% |
| 1Y | +49.9% | -5.1% | +55.0% | +46.0% |
| 3Y | +642.4% | -9.3% | +651.7% | +600.0% |
| 5Y | -48.3% | -41.0% | -7.3% | -35.7% |
| All | -62.3% | -35.2% | -27.1% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling