-68.5%
OUST vs SUI
-1.7%
-66.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.7% | -9.7% | -9.4% |
| 7D | -5.0% | +8.8% | -13.8% | -9.5% |
| 30D | -32.0% | +8.9% | -41.0% | -36.0% |
| 3M | -32.4% | +2.0% | -34.4% | -33.9% |
| 6M | +6.7% | -0.6% | +7.4% | +3.4% |
| YTD | +41.0% | +1.3% | +39.7% | +34.8% |
| 1Y | +18.0% | +1.3% | +16.7% | +12.7% |
| 3Y | +560.6% | +16.3% | +544.3% | +451.4% |
| 5Y | -55.1% | -25.1% | -30.1% | -52.6% |
| All | -68.5% | -1.7% | -66.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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