+5.9%
SCHG vs OUST
+11.1%
-5.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +15.7% | -14.5% | -0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.6% |
| 30D | -5.4% | -24.0% | +18.5% | -3.6% |
| 3M | -2.2% | -29.9% | +27.7% | +0.1% |
| 6M | +5.2% | +19.1% | -14.0% | -0.4% |
| YTD | +6.8% | +55.0% | -48.2% | -4.4% |
| 1Y | +5.9% | +21.2% | -15.3% | -2.3% |
| All | +5.9% | +11.1% | -5.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling