-28.5%
SGI vs OUST
+42.6%
-71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.8% | -7.6% | +2.3% |
| 7D | -0.2% | +36.7% | -36.9% | -3.1% |
| 30D | +6.6% | -3.3% | +9.9% | +6.5% |
| 3M | +1.8% | -11.1% | +13.0% | +2.1% |
| 6M | -3.9% | +53.1% | -56.9% | -13.6% |
| YTD | -25.2% | +78.2% | -103.5% | -34.8% |
| All | -28.5% | +42.6% | -71.1% | -36.9% |
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