+142.7%
SCHG vs OUST
-61.4%
+204.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | -0.1% | +12.7% | -12.8% | -1.1% |
| 30D | -1.5% | -13.6% | +12.1% | -0.4% |
| 3M | +4.4% | -8.3% | +12.7% | +3.4% |
| 6M | +15.7% | +85.0% | -69.2% | +5.9% |
| YTD | +8.3% | +73.2% | -64.9% | -0.8% |
| 1Y | +14.2% | +32.5% | -18.3% | +5.9% |
| 3Y | +88.3% | +643.8% | -555.6% | +36.2% |
| 5Y | +83.5% | -52.1% | +135.6% | +60.5% |
| All | +142.7% | -61.4% | +204.1% | +116.2% |
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