+21.2%
OUST vs SM
+70.4%
-49.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -15.3% | +31.0% | +10.1% |
| 7D | -0.2% | -21.5% | +21.3% | -7.3% |
| 30D | -24.0% | -11.4% | -12.6% | -26.2% |
| 3M | -29.9% | +0.6% | -30.5% | -29.0% |
| 6M | +19.1% | +0.2% | +18.9% | +24.7% |
| YTD | +55.0% | +69.7% | -14.7% | +45.9% |
| 1Y | +21.2% | +71.6% | -50.4% | +12.9% |
| All | +21.2% | +70.4% | -49.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling