+65.3%
SAP vs OUST
-65.5%
+130.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.8% |
| 7D | +0.6% | -3.8% | +4.4% | +0.8% |
| 30D | +6.5% | +5.1% | +1.5% | +6.0% |
| 3M | +12.2% | -25.8% | +38.1% | +13.3% |
| 6M | +46.1% | -2.0% | +48.1% | +42.8% |
| YTD | -1.6% | +54.7% | -56.3% | -7.6% |
| 1Y | -5.1% | +48.8% | -53.9% | -10.8% |
| 3Y | +68.4% | +607.8% | -539.5% | +31.9% |
| 5Y | +79.4% | -52.7% | +132.1% | +57.6% |
| All | +65.3% | -65.5% | +130.8% | +44.4% |
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