+612.6%
SITM vs OUST
-62.4%
+675.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.1% |
| 7D | +9.7% | +5.2% | +4.5% | +8.3% |
| 30D | +12.7% | -19.3% | +32.0% | +19.3% |
| 3M | -13.4% | -22.6% | +9.2% | -8.8% |
| 6M | +59.6% | +62.8% | -3.2% | +34.3% |
| YTD | +73.3% | +68.3% | +5.0% | +41.3% |
| 1Y | +165.5% | +28.5% | +137.0% | +126.8% |
| 3Y | +368.7% | +554.0% | -185.3% | +113.3% |
| 5Y | +172.5% | -56.2% | +228.7% | +128.9% |
| All | +612.6% | -62.4% | +675.0% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling