-55.8%
OUST vs SBAC
-39.6%
-16.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -9.0% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +5.1% | +5.5% | -0.4% | +3.0% |
| 3M | -25.8% | +3.1% | -28.9% | -26.9% |
| 6M | -2.0% | -7.0% | +5.0% | -1.1% |
| YTD | +54.7% | +0.5% | +54.2% | +46.2% |
| 1Y | +48.8% | +0.2% | +48.6% | +40.8% |
| 3Y | +607.8% | -7.4% | +615.2% | +557.3% |
| All | -55.8% | -39.6% | -16.2% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling