+56.6%
SGI vs OUST
-50.0%
+106.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.8% | -7.6% | +2.1% |
| 7D | -0.2% | +36.7% | -36.9% | -3.9% |
| 30D | +6.6% | -3.3% | +9.9% | +6.3% |
| 3M | +1.8% | -11.1% | +13.0% | +2.0% |
| 6M | -3.9% | +53.1% | -56.9% | -12.6% |
| YTD | -25.2% | +78.2% | -103.5% | -33.9% |
| 1Y | -26.7% | +50.0% | -76.7% | -34.2% |
| 3Y | +86.8% | +836.2% | -749.4% | +12.9% |
| 5Y | +56.6% | -50.0% | +106.6% | +48.8% |
| All | +56.6% | -50.0% | +106.6% | +48.8% |
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