+134.7%
SCHG vs OUST
-65.5%
+200.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.5% | +7.7% | 0.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.0% |
| 30D | -5.2% | +5.1% | -10.2% | -6.0% |
| 3M | -5.2% | -25.8% | +20.7% | -3.3% |
| 6M | -0.6% | -2.0% | +1.4% | -3.2% |
| YTD | +4.7% | +54.7% | -50.0% | -3.7% |
| 1Y | +6.0% | +48.8% | -42.8% | -2.3% |
| 3Y | +78.9% | +607.8% | -528.9% | +29.8% |
| 5Y | +69.9% | -52.7% | +122.6% | +48.7% |
| All | +134.7% | -65.5% | +200.2% | +109.9% |
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