-32.9%
SIRI vs OUST
-65.5%
+32.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.9% | +0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | +21.1% | +5.1% | +16.1% | +20.3% |
| 3M | +14.7% | -25.8% | +40.5% | +16.3% |
| 6M | +22.9% | -2.0% | +24.9% | +20.0% |
| YTD | +65.7% | +54.7% | +11.0% | +54.5% |
| 1Y | +53.5% | +48.8% | +4.7% | +43.2% |
| 3Y | -23.0% | +607.8% | -630.8% | -38.2% |
| 5Y | -41.5% | -52.7% | +11.2% | -49.1% |
| All | -32.9% | -65.5% | +32.6% | -40.8% |
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