+402.6%
SCCO vs OUST
-60.2%
+462.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +4.0% |
| 7D | -0.9% | +36.7% | -37.6% | -4.4% |
| 30D | -15.0% | -3.3% | -11.7% | -15.1% |
| 3M | -9.1% | -11.1% | +2.0% | -8.7% |
| 6M | -0.9% | +53.1% | -53.9% | -7.6% |
| YTD | +29.7% | +78.2% | -48.6% | +18.0% |
| 1Y | +38.2% | +50.0% | -11.9% | +27.4% |
| 3Y | +191.5% | +836.2% | -644.7% | +109.1% |
| 5Y | +281.7% | -50.0% | +331.7% | +222.0% |
| All | +402.6% | -60.2% | +462.9% | +339.1% |
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