+21.2%
OUST vs SFM
-35.8%
+57.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.6% | +12.1% | +15.9% |
| 7D | -0.2% | -12.3% | +12.0% | -0.1% |
| 30D | -24.0% | -16.2% | -7.8% | -24.1% |
| 3M | -29.9% | -36.8% | +6.9% | -29.9% |
| 6M | +19.1% | -32.6% | +51.7% | +18.1% |
| YTD | +55.0% | -31.7% | +86.7% | +52.3% |
| 1Y | +21.2% | -35.0% | +56.2% | +20.1% |
| All | +21.2% | -35.8% | +57.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling