+44.4%
SITM vs OUST
+11.1%
+33.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +15.7% | -25.1% | -13.9% |
| 7D | -19.5% | -0.2% | -19.3% | -19.9% |
| 30D | -43.2% | -24.0% | -19.2% | -38.9% |
| 3M | -30.8% | -29.9% | -0.9% | -24.4% |
| 6M | -28.6% | +19.1% | -47.7% | -27.0% |
| YTD | +14.2% | +55.0% | -40.8% | +7.5% |
| 1Y | +44.4% | +21.2% | +23.2% | +47.9% |
| All | +44.4% | +11.1% | +33.3% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling