+62.8%
OUST vs SBAC
-1.8%
+64.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +4.9% |
| 30D | -19.3% | +6.9% | -26.2% | -16.9% |
| 3M | -22.6% | -8.2% | -14.4% | -21.9% |
| 6M | +62.8% | -1.6% | +64.4% | +50.5% |
| All | +62.8% | -1.8% | +64.6% | +50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling