-68.5%
OUST vs SFM
+141.7%
-210.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.1% | -3.9% | -8.0% |
| 7D | -5.0% | +7.5% | -12.5% | -6.5% |
| 30D | -32.0% | -20.8% | -11.2% | -29.6% |
| 3M | -32.4% | -39.4% | +7.0% | -26.2% |
| 6M | +6.7% | -34.5% | +41.2% | +13.1% |
| YTD | +41.0% | -35.2% | +76.3% | +48.6% |
| 1Y | +18.0% | -35.3% | +53.3% | +24.0% |
| 3Y | +560.6% | +23.9% | +536.7% | +542.4% |
| 5Y | -55.1% | +113.8% | -169.0% | -58.6% |
| All | -68.5% | +141.7% | -210.2% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling