+56.4%
SAP vs OUST
-56.2%
+112.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -2.9% | +5.2% | -8.1% | -3.2% |
| 30D | +9.0% | -19.3% | +28.3% | +10.1% |
| 3M | +14.9% | -22.6% | +37.6% | +14.9% |
| 6M | +11.9% | +62.8% | -50.9% | +5.2% |
| YTD | -9.9% | +68.3% | -78.3% | -15.9% |
| 1Y | -19.5% | +28.5% | -48.1% | -24.2% |
| 3Y | +61.8% | +554.0% | -492.2% | +23.6% |
| All | +56.4% | -56.2% | +112.6% | +51.6% |
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