-60.2%
OUST vs SBAC
-33.9%
-26.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.7% |
| 7D | +36.7% | +3.0% | +33.7% | +35.5% |
| 30D | -3.3% | +4.3% | -7.6% | -4.8% |
| 3M | -11.1% | +4.1% | -15.3% | -12.7% |
| 6M | +53.1% | -11.6% | +64.7% | +57.6% |
| YTD | +78.2% | +0.4% | +77.9% | +68.8% |
| 1Y | +50.0% | -1.1% | +51.1% | +43.3% |
| 3Y | +836.2% | -7.3% | +843.4% | +774.9% |
| 5Y | -50.0% | -40.8% | -9.2% | -37.8% |
| All | -60.2% | -33.9% | -26.3% | -56.9% |
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