-64.1%
OUST vs SBAC
-34.2%
-29.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.9% | +15.9% | +14.7% |
| 7D | +17.0% | +1.2% | +15.8% | +16.7% |
| 30D | -16.5% | +11.2% | -27.7% | -19.7% |
| 3M | -23.7% | +4.5% | -28.1% | -25.1% |
| 6M | +18.4% | -12.2% | +30.5% | +22.1% |
| YTD | +60.8% | -0.1% | +60.9% | +52.5% |
| 1Y | +44.2% | -0.3% | +44.5% | +37.0% |
| 3Y | +668.1% | -8.7% | +676.8% | +625.1% |
| 5Y | -48.8% | -40.2% | -8.7% | -36.6% |
| All | -64.1% | -34.2% | -29.9% | -61.0% |
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 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