+629.6%
SAN vs OUST
-68.5%
+698.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +0.3% |
| 7D | +3.5% | -5.0% | +8.5% | +3.8% |
| 30D | -13.2% | -32.0% | +18.8% | -10.7% |
| 3M | -16.9% | -32.4% | +15.4% | -14.8% |
| 6M | +2.3% | +6.7% | -4.4% | -0.8% |
| YTD | +4.9% | +41.0% | -36.1% | -1.3% |
| 1Y | +20.4% | +18.0% | +2.5% | +14.5% |
| 3Y | +243.2% | +560.6% | -317.4% | +157.7% |
| 5Y | +275.3% | -55.1% | +330.4% | +231.3% |
| All | +629.6% | -68.5% | +698.1% | +569.2% |
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 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