-65.5%
OUST vs SM
+1,872.1%
-1,937.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.1% | -8.4% | -8.5% |
| 7D | -3.8% | +9.4% | -13.2% | -5.3% |
| 30D | +5.1% | -14.4% | +19.4% | +6.9% |
| 3M | -25.8% | +1.6% | -27.4% | -27.3% |
| 6M | -2.0% | +6.3% | -8.4% | -6.5% |
| YTD | +54.7% | +78.8% | -24.1% | +28.9% |
| 1Y | +48.8% | +83.1% | -34.3% | +23.0% |
| 3Y | +607.8% | -5.9% | +613.7% | +561.2% |
| 5Y | -52.7% | +4.8% | -57.5% | -58.0% |
| All | -65.5% | +1,872.1% | -1,937.6% | -72.4% |
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