+283.8%
SITM vs OUST
+626.4%
-342.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +14.0% | +3.4% | +13.7% |
| 7D | -6.7% | +17.0% | -23.7% | -10.8% |
| 30D | -37.3% | -16.5% | -20.8% | -34.5% |
| 3M | -39.4% | -23.7% | -15.7% | -35.2% |
| 6M | -33.1% | +18.4% | -51.5% | -37.3% |
| YTD | +18.0% | +60.8% | -42.7% | +0.6% |
| 1Y | +22.7% | +44.2% | -21.5% | +7.1% |
| 3Y | +283.8% | +668.1% | -384.3% | +104.4% |
| All | +283.8% | +626.4% | -342.6% | +104.4% |
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