-64.1%
OUST vs SM
+1,702.8%
-1,767.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.8% |
| 7D | +17.0% | -25.9% | +42.9% | +22.2% |
| 30D | -16.5% | -15.1% | -1.4% | -15.0% |
| 3M | -23.7% | +4.9% | -28.5% | -25.8% |
| 6M | +18.4% | +6.1% | +12.2% | +12.5% |
| YTD | +60.8% | +63.4% | -2.6% | +36.1% |
| 1Y | +44.2% | +72.5% | -28.3% | +20.2% |
| 3Y | +668.1% | -16.9% | +685.0% | +633.6% |
| 5Y | -48.8% | -10.6% | -38.2% | -53.3% |
| All | -64.1% | +1,702.8% | -1,767.0% | -70.8% |
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