+28.5%
OUST vs SFM
-41.4%
+70.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -19.3% | -4.4% | -14.9% | -18.8% |
| 3M | -22.6% | +1.5% | -24.2% | -23.3% |
| 6M | +62.8% | +6.5% | +56.3% | +56.8% |
| YTD | +68.3% | +2.2% | +66.2% | +64.7% |
| 1Y | +28.5% | -41.9% | +70.4% | +98.8% |
| All | +28.5% | -41.4% | +70.0% | +98.8% |
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