+641.7%
SAN vs OUST
-65.5%
+707.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +1.4% |
| 7D | +4.0% | -3.8% | +7.8% | +4.3% |
| 30D | -7.8% | +5.1% | -12.9% | -8.5% |
| 3M | -16.4% | -25.8% | +9.5% | -14.9% |
| 6M | +3.5% | -2.0% | +5.5% | +1.3% |
| YTD | +6.7% | +54.7% | -48.0% | -0.6% |
| 1Y | +14.5% | +48.8% | -34.3% | +6.8% |
| 3Y | +243.5% | +607.8% | -364.3% | +156.6% |
| 5Y | +296.2% | -52.7% | +348.9% | +248.1% |
| All | +641.7% | -65.5% | +707.2% | +574.2% |
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