+21.0%
SGOV vs OUST
-65.5%
+86.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | 0.0% |
| 7D | +0.1% | -3.8% | +3.8% | +0.1% |
| 30D | +0.3% | +5.1% | -4.7% | +0.3% |
| 3M | +1.0% | -25.8% | +26.8% | +1.0% |
| 6M | +1.9% | -2.0% | +3.9% | +1.9% |
| YTD | +3.2% | +54.7% | -51.5% | +3.2% |
| 1Y | +3.8% | +48.8% | -45.0% | +3.8% |
| 3Y | +14.1% | +607.8% | -593.7% | +14.1% |
| 5Y | +21.0% | -52.7% | +73.7% | +20.9% |
| All | +21.0% | -65.5% | +86.5% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling