+77.2%
SAP vs OUST
-56.4%
+133.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +1.9% |
| 7D | +4.0% | -5.0% | +9.1% | +4.2% |
| 30D | +15.7% | -32.0% | +47.8% | +17.8% |
| 3M | +23.4% | -32.4% | +55.8% | +25.3% |
| 6M | +41.3% | +6.7% | +34.6% | +36.4% |
| YTD | +2.0% | +41.0% | -39.0% | -4.2% |
| 1Y | -5.1% | +18.0% | -23.1% | -9.9% |
| 3Y | +82.1% | +560.6% | -478.5% | +38.2% |
| 5Y | +77.2% | -55.1% | +132.3% | +63.7% |
| All | +77.2% | -56.4% | +133.6% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling