-50.0%
OUST vs SFM
+102.7%
-152.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.7% |
| 7D | +36.7% | -10.2% | +46.9% | +39.6% |
| 30D | -3.3% | -23.9% | +20.6% | +1.2% |
| 3M | -11.1% | -42.3% | +31.1% | -1.3% |
| 6M | +53.1% | -40.1% | +93.2% | +66.7% |
| YTD | +78.2% | -37.8% | +116.0% | +90.0% |
| 1Y | +50.0% | -37.1% | +87.1% | +58.7% |
| 3Y | +836.2% | +21.5% | +814.6% | +787.5% |
| 5Y | -50.0% | +103.8% | -153.8% | -51.1% |
| All | -50.0% | +102.7% | -152.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling