+64.3%
SAP vs OUST
-64.1%
+128.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +14.0% | -18.1% | -4.8% |
| 7D | -0.7% | +17.0% | -17.7% | -1.6% |
| 30D | +11.1% | -16.5% | +27.6% | +11.8% |
| 3M | +17.0% | -23.7% | +40.7% | +18.0% |
| 6M | +34.8% | +18.4% | +16.5% | +29.9% |
| YTD | -2.2% | +60.8% | -63.0% | -8.3% |
| 1Y | -6.4% | +44.2% | -50.6% | -11.8% |
| 3Y | +75.1% | +668.1% | -593.0% | +36.4% |
| 5Y | +69.8% | -48.8% | +118.7% | +48.8% |
| All | +64.3% | -64.1% | +128.4% | +43.3% |
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 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