-62.3%
OUST vs SM
+1,874.6%
-1,936.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.2% | -9.4% | -5.1% |
| 7D | +19.9% | +10.6% | +9.3% | +17.9% |
| 30D | +3.6% | -15.0% | +18.6% | +5.5% |
| 3M | -20.6% | +1.7% | -22.3% | -22.2% |
| 6M | +35.1% | +5.9% | +29.2% | +29.0% |
| YTD | +69.1% | +79.0% | -9.9% | +40.9% |
| 1Y | +49.9% | +84.7% | -34.7% | +23.7% |
| 3Y | +642.4% | -3.5% | +645.9% | +590.0% |
| 5Y | -48.3% | +4.9% | -53.2% | -54.1% |
| All | -62.3% | +1,874.6% | -1,936.8% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling