-64.1%
OUST vs SFM
+130.0%
-194.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.8% | +18.9% | +14.9% |
| 7D | +17.0% | -1.2% | +18.2% | +17.0% |
| 30D | -16.5% | -24.8% | +8.3% | -12.8% |
| 3M | -23.7% | -43.7% | +20.0% | -15.7% |
| 6M | +18.4% | -37.3% | +55.6% | +26.2% |
| YTD | +60.8% | -38.4% | +99.2% | +70.8% |
| 1Y | +44.2% | -36.9% | +81.1% | +51.7% |
| 3Y | +668.1% | +20.7% | +647.4% | +650.1% |
| 5Y | -48.8% | +103.5% | -152.3% | -52.5% |
| All | -64.1% | +130.0% | -194.1% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling