+613.2%
SAN vs OUST
-64.1%
+677.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.3% | -3.4% |
| 7D | +4.9% | +17.0% | -12.1% | +3.4% |
| 30D | -13.0% | -16.5% | +3.5% | -12.1% |
| 3M | -18.9% | -23.7% | +4.8% | -17.7% |
| 6M | -4.1% | +18.4% | -22.5% | -8.0% |
| YTD | +2.6% | +60.8% | -58.2% | -4.7% |
| 1Y | +16.9% | +44.2% | -27.3% | +9.3% |
| 3Y | +239.1% | +668.1% | -429.0% | +151.0% |
| 5Y | +266.8% | -48.8% | +315.7% | +220.0% |
| All | +613.2% | -64.1% | +677.3% | +546.4% |
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