+84.3%
SCHG vs OUST
-56.2%
+140.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | -0.7% | +5.2% | -5.9% | -1.2% |
| 30D | +0.2% | -19.3% | +19.5% | +2.0% |
| 3M | +2.2% | -22.6% | +24.9% | +2.7% |
| 6M | +15.0% | +62.8% | -47.8% | +5.9% |
| YTD | +9.2% | +68.3% | -59.2% | -0.4% |
| 1Y | +15.7% | +28.5% | -12.8% | +7.0% |
| 3Y | +87.3% | +554.0% | -466.8% | +33.0% |
| All | +84.3% | -56.2% | +140.4% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling