-65.5%
OUST vs SFM
+143.9%
-209.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.3% | -9.9% | -8.8% |
| 7D | -3.8% | +6.0% | -9.8% | -4.8% |
| 30D | +5.1% | -19.5% | +24.5% | +8.4% |
| 3M | -25.8% | -37.0% | +11.2% | -19.9% |
| 6M | -2.0% | -41.0% | +39.0% | +6.5% |
| YTD | +54.7% | -34.6% | +89.4% | +62.5% |
| 1Y | +48.8% | -36.3% | +85.1% | +56.8% |
| 3Y | +607.8% | +24.5% | +583.3% | +586.5% |
| 5Y | -52.7% | +115.9% | -168.6% | -56.6% |
| All | -65.5% | +143.9% | -209.4% | -67.8% |
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 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