+84.6%
SITM vs OUST
-48.5%
+133.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.8% |
| 7D | +32.5% | +19.9% | +12.6% | +26.2% |
| 30D | -18.8% | +3.6% | -22.4% | -19.7% |
| 3M | -30.9% | -20.6% | -10.2% | -26.3% |
| 6M | -44.5% | +35.1% | -79.5% | -50.3% |
| YTD | +33.2% | +69.1% | -35.9% | +7.3% |
| 1Y | +53.8% | +49.9% | +3.9% | +28.0% |
| 3Y | +335.7% | +642.4% | -306.7% | +81.6% |
| 5Y | +84.6% | -48.3% | +132.9% | +156.4% |
| All | +84.6% | -48.5% | +133.1% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling