-31.2%
SIRI vs OUST
-60.2%
+29.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.1% |
| 7D | +11.4% | +36.7% | -25.3% | +8.9% |
| 30D | +24.2% | -3.3% | +27.6% | +24.0% |
| 3M | +11.1% | -11.1% | +22.3% | +11.2% |
| 6M | +23.9% | +53.1% | -29.2% | +16.8% |
| YTD | +70.0% | +78.2% | -8.2% | +57.0% |
| 1Y | +56.6% | +50.0% | +6.6% | +46.2% |
| 3Y | -21.4% | +836.2% | -857.5% | -37.9% |
| 5Y | -38.3% | -50.0% | +11.7% | -46.7% |
| All | -31.2% | -60.2% | +29.1% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling