+385.3%
SITM vs OUST
-64.1%
+449.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +14.0% | +3.4% | +13.6% |
| 7D | -6.7% | +17.0% | -23.7% | -10.9% |
| 30D | -37.3% | -16.5% | -20.8% | -34.3% |
| 3M | -39.4% | -23.7% | -15.7% | -35.0% |
| 6M | -33.1% | +18.4% | -51.5% | -38.6% |
| YTD | +18.0% | +60.8% | -42.7% | -2.7% |
| 1Y | +22.7% | +44.2% | -21.5% | +3.9% |
| 3Y | +283.8% | +668.1% | -384.3% | +67.2% |
| 5Y | +45.0% | -48.8% | +93.9% | +18.6% |
| All | +385.3% | -64.1% | +449.5% | +362.7% |
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 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