+75.7%
SAP vs OUST
-45.2%
+121.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | +14.0% | -16.4% | -3.2% |
| 30D | +7.5% | +2.5% | +4.9% | +7.0% |
| 3M | +11.6% | -15.3% | +27.0% | +12.0% |
| 6M | +37.6% | +42.6% | -5.0% | +30.9% |
| YTD | -2.0% | +76.6% | -78.6% | -9.0% |
| 1Y | -6.4% | +54.1% | -60.4% | -12.5% |
| 3Y | +67.7% | +675.3% | -607.5% | +26.7% |
| 5Y | +75.7% | -45.1% | +120.8% | +60.5% |
| All | +75.7% | -45.2% | +121.0% | +60.5% |
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