+165.5%
SITM vs OUST
+33.5%
+132.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.1% |
| 7D | +9.7% | +5.2% | +4.5% | +8.2% |
| 30D | +12.7% | -19.3% | +32.0% | +19.2% |
| 3M | -13.4% | -22.6% | +9.2% | -8.7% |
| 6M | +59.6% | +62.8% | -3.2% | +43.6% |
| YTD | +73.3% | +68.3% | +5.0% | +52.2% |
| 1Y | +165.5% | +28.5% | +137.0% | +136.2% |
| All | +165.5% | +33.5% | +132.1% | +136.2% |
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