+795.8%
SAN vs OUST
-62.4%
+858.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +1.8% | +5.2% | -3.5% | +1.3% |
| 30D | +2.0% | -19.3% | +21.2% | +3.6% |
| 3M | +19.7% | -22.6% | +42.4% | +20.3% |
| 6M | +30.6% | +62.8% | -32.1% | +22.4% |
| YTD | +28.8% | +68.3% | -39.5% | +20.0% |
| 1Y | +57.8% | +28.5% | +29.2% | +48.1% |
| 3Y | +338.1% | +554.0% | -215.9% | +230.6% |
| 5Y | +384.2% | -56.2% | +440.4% | +329.2% |
| All | +795.8% | -62.4% | +858.3% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling