+67.0%
SAP vs OUST
-60.2%
+127.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +1.2% |
| 7D | +1.6% | +36.7% | -35.0% | -0.1% |
| 30D | +10.5% | -3.3% | +13.9% | +10.4% |
| 3M | +15.2% | -11.1% | +26.3% | +15.2% |
| 6M | +36.7% | +53.1% | -16.4% | +29.8% |
| YTD | -0.6% | +78.2% | -78.8% | -7.2% |
| 1Y | -4.1% | +50.0% | -54.2% | -9.7% |
| 3Y | +73.2% | +836.2% | -762.9% | +33.2% |
| 5Y | +74.1% | -50.0% | +124.1% | +52.3% |
| All | +67.0% | -60.2% | +127.3% | +45.0% |
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