+20.2%
SGOV vs OUST
-53.5%
+73.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.1% | +4.0% | -4.0% | +0.1% |
| 30D | +0.3% | -14.0% | +14.3% | +0.3% |
| 3M | +0.9% | -5.9% | +6.8% | +0.9% |
| 6M | +1.8% | +76.4% | -74.5% | +1.8% |
| YTD | +2.5% | +67.5% | -65.0% | +2.5% |
| 1Y | +3.8% | +27.1% | -23.3% | +3.8% |
| 3Y | +14.4% | +619.0% | -604.7% | +14.3% |
| 5Y | +20.2% | -54.9% | +75.1% | +20.1% |
| All | +20.2% | -53.5% | +73.7% | +20.1% |
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