+341.8%
SITM vs OUST
+692.9%
-351.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +17.2% | +14.0% | +3.2% | +13.6% |
| 30D | -17.1% | +2.5% | -19.7% | -17.9% |
| 3M | -29.2% | -15.3% | -13.9% | -26.2% |
| 6M | -47.6% | +42.6% | -90.2% | -52.5% |
| YTD | +33.8% | +76.6% | -42.8% | +10.9% |
| 1Y | +54.1% | +54.1% | 0.0% | +31.9% |
| All | +341.8% | +692.9% | -351.2% | +124.4% |
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