-68.5%
OUST vs SBAC
-32.9%
-35.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.2% | -7.8% | -8.6% |
| 7D | -5.0% | +4.4% | -9.5% | -6.3% |
| 30D | -32.0% | +13.8% | -45.8% | -35.1% |
| 3M | -32.4% | +9.0% | -41.3% | -34.6% |
| 6M | +6.7% | -10.0% | +16.7% | +9.2% |
| YTD | +41.0% | +1.8% | +39.2% | +33.0% |
| 1Y | +18.0% | +1.1% | +16.8% | +11.8% |
| 3Y | +560.6% | -9.5% | +570.1% | +532.7% |
| 5Y | -55.1% | -39.0% | -16.1% | -44.7% |
| All | -68.5% | -32.9% | -35.6% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling