-30.8%
SGI vs OUST
+40.1%
-71.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.8% | +1.0% |
| 7D | -5.3% | -3.8% | -1.5% | -5.0% |
| 30D | -2.1% | +5.1% | -7.1% | -2.9% |
| 3M | -8.2% | -25.8% | +17.6% | -6.5% |
| 6M | -4.6% | -2.0% | -2.5% | -8.6% |
| YTD | -31.5% | +54.7% | -86.2% | -38.9% |
| 1Y | -30.8% | +48.8% | -79.6% | -38.2% |
| All | -30.8% | +40.1% | -71.0% | -38.2% |
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