+4.4%
SCHG vs OUST
+46.4%
-42.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +4.6% | +19.9% | -15.3% | +2.7% |
| 30D | -6.2% | +3.6% | -9.8% | -6.9% |
| 3M | -3.5% | -20.6% | +17.1% | -2.5% |
| 6M | +0.9% | +35.1% | -34.1% | -5.6% |
| YTD | +5.6% | +69.1% | -63.6% | -6.8% |
| 1Y | +4.4% | +49.9% | -45.5% | -6.6% |
| All | +4.4% | +46.4% | -42.0% | -6.6% |
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