+201.8%
SGI vs OUST
-64.1%
+265.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +14.0% | -19.5% | -6.9% |
| 7D | +1.0% | +17.0% | -16.0% | -1.0% |
| 30D | +3.9% | -16.5% | +20.4% | +5.2% |
| 3M | -0.8% | -23.7% | +22.8% | +1.0% |
| 6M | -18.0% | +18.4% | -36.3% | -22.7% |
| YTD | -27.6% | +60.8% | -88.4% | -34.8% |
| 1Y | -27.2% | +44.2% | -71.4% | -33.9% |
| 3Y | +76.0% | +668.1% | -592.1% | +14.5% |
| 5Y | +50.0% | -48.8% | +98.8% | +25.7% |
| All | +201.8% | -64.1% | +265.9% | +148.4% |
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