+636.9%
SAN vs OUST
-62.3%
+699.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.4% |
| 7D | +1.0% | +19.9% | -18.9% | -0.6% |
| 30D | -9.4% | +3.6% | -13.0% | -10.0% |
| 3M | -17.1% | -20.6% | +3.5% | -16.1% |
| 6M | +2.2% | +35.1% | -32.9% | -2.8% |
| YTD | +6.0% | +69.1% | -63.1% | -1.9% |
| 1Y | +12.7% | +49.9% | -37.2% | +5.1% |
| 3Y | +242.1% | +642.4% | -400.2% | +154.8% |
| 5Y | +293.6% | -48.3% | +341.9% | +243.4% |
| All | +636.9% | -62.3% | +699.1% | +565.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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