+185.1%
SGI vs OUST
-62.3%
+247.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.5% |
| 7D | -10.7% | +19.9% | -30.6% | -12.6% |
| 30D | -3.6% | +3.6% | -7.2% | -4.5% |
| 3M | -5.4% | -20.6% | +15.2% | -4.0% |
| 6M | -7.0% | +35.1% | -42.1% | -13.7% |
| YTD | -31.6% | +69.1% | -100.7% | -38.8% |
| 1Y | -33.5% | +49.9% | -83.5% | -39.9% |
| 3Y | +66.5% | +642.4% | -575.9% | +9.2% |
| 5Y | +42.2% | -48.3% | +90.5% | +18.9% |
| All | +185.1% | -62.3% | +247.4% | +133.3% |
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