+489.6%
SCCO vs OUST
-61.4%
+551.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.6% |
| 7D | +3.4% | +12.7% | -9.3% | +2.1% |
| 30D | +6.6% | -13.6% | +20.2% | +8.0% |
| 3M | +24.5% | -8.3% | +32.8% | +23.4% |
| 6M | +16.5% | +85.0% | -68.5% | +6.6% |
| YTD | +52.1% | +73.2% | -21.1% | +39.5% |
| 1Y | +114.2% | +32.5% | +81.7% | +98.7% |
| 3Y | +207.4% | +643.8% | -436.4% | +125.5% |
| 5Y | +353.7% | -52.1% | +405.9% | +285.3% |
| All | +489.6% | -61.4% | +551.0% | +419.3% |
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