-53.8%
OUST vs SUI
-32.0%
-21.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +5.2% | -2.8% | +8.1% | +7.2% |
| 30D | -19.3% | -1.2% | -18.1% | -18.7% |
| 3M | -22.6% | -1.7% | -20.9% | -23.9% |
| 6M | +62.8% | -10.5% | +73.3% | +71.9% |
| YTD | +68.3% | -1.8% | +70.2% | +65.2% |
| 1Y | +28.5% | -4.1% | +32.6% | +27.9% |
| 3Y | +554.0% | +11.3% | +542.8% | +451.8% |
| All | -53.8% | -32.0% | -21.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling