+134.9%
SCHG vs OUST
-60.2%
+195.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +1.8% |
| 7D | +0.3% | +36.7% | -36.4% | -2.7% |
| 30D | -7.2% | -3.3% | -3.9% | -7.4% |
| 3M | -4.7% | -11.1% | +6.5% | -4.4% |
| 6M | +0.1% | +53.1% | -53.0% | -6.8% |
| YTD | +4.8% | +78.2% | -73.4% | -4.8% |
| 1Y | +5.8% | +50.0% | -44.3% | -2.7% |
| 3Y | +82.5% | +836.2% | -753.6% | +28.6% |
| 5Y | +69.8% | -50.0% | +119.7% | +47.3% |
| All | +134.9% | -60.2% | +195.1% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling