-29.9%
OUST vs SM
+1.3%
-31.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -15.3% | +31.0% | +8.5% |
| 7D | -0.2% | -21.5% | +21.3% | -7.9% |
| 30D | -24.0% | -11.4% | -12.6% | -27.4% |
| 3M | -29.9% | +0.6% | -30.5% | -38.6% |
| All | -29.9% | +1.3% | -31.2% | -38.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling