+61.5%
SGI vs OUST
-56.2%
+117.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +8.5% | +5.2% | +3.3% | +7.9% |
| 30D | +0.7% | -19.3% | +19.9% | +2.8% |
| 3M | +0.6% | -22.6% | +23.2% | +1.0% |
| 6M | -17.9% | +62.8% | -80.7% | -25.6% |
| YTD | -21.2% | +68.3% | -89.5% | -29.2% |
| 1Y | -18.9% | +28.5% | -47.4% | -26.1% |
| 3Y | +52.6% | +554.0% | -501.4% | -1.5% |
| All | +61.5% | -56.2% | +117.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling