-23.9%
SIRI vs OUST
+645.3%
-669.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | +4.3% | +12.7% | -8.4% | +3.0% |
| 30D | -2.8% | -13.6% | +10.8% | -1.6% |
| 3M | +5.9% | -8.3% | +14.2% | +4.4% |
| 6M | +31.9% | +85.0% | -53.0% | +17.8% |
| YTD | +48.7% | +73.2% | -24.6% | +32.8% |
| 1Y | +23.2% | +32.5% | -9.3% | +11.5% |
| 3Y | -23.9% | +643.8% | -667.7% | -48.7% |
| All | -23.9% | +645.3% | -669.2% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling