+136.6%
SCHG vs OUST
-62.3%
+198.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +4.6% | +19.9% | -15.3% | +2.8% |
| 30D | -6.2% | +3.6% | -9.8% | -6.9% |
| 3M | -3.5% | -20.6% | +17.1% | -2.3% |
| 6M | +0.9% | +35.1% | -34.1% | -4.9% |
| YTD | +5.6% | +69.1% | -63.6% | -3.7% |
| 1Y | +4.4% | +49.9% | -45.5% | -3.9% |
| 3Y | +80.1% | +642.4% | -562.3% | +30.2% |
| 5Y | +71.3% | -48.3% | +119.6% | +48.7% |
| All | +136.6% | -62.3% | +198.8% | +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