+577.1%
OUST vs SFM
+108.0%
+469.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.8% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -19.3% | -4.4% | -14.9% | -18.4% |
| 3M | -22.6% | +1.5% | -24.2% | -23.8% |
| 6M | +62.8% | +6.5% | +56.3% | +54.1% |
| YTD | +68.3% | +2.2% | +66.2% | +61.7% |
| 1Y | +28.5% | -41.9% | +70.4% | +55.5% |
| All | +577.1% | +108.0% | +469.2% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling