+377.6%
SCCO vs OUST
-64.1%
+441.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | -0.4% |
| 7D | -4.8% | +17.0% | -21.8% | -6.6% |
| 30D | -15.8% | -16.5% | +0.7% | -14.4% |
| 3M | -10.9% | -23.7% | +12.7% | -9.0% |
| 6M | -5.1% | +18.4% | -23.5% | -9.3% |
| YTD | +23.2% | +60.8% | -37.6% | +13.4% |
| 1Y | +30.7% | +44.2% | -13.5% | +21.2% |
| 3Y | +164.1% | +668.1% | -504.0% | +93.2% |
| 5Y | +271.3% | -48.8% | +320.2% | +213.6% |
| All | +377.6% | -64.1% | +441.8% | +322.0% |
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