+105.6%
SLV vs OUST
-60.2%
+165.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +2.2% |
| 7D | +5.6% | +36.7% | -31.0% | +3.9% |
| 30D | -12.1% | -3.3% | -8.8% | -12.2% |
| 3M | -16.3% | -11.1% | -5.1% | -16.2% |
| 6M | -34.1% | +53.1% | -87.1% | -35.9% |
| YTD | -25.3% | +78.2% | -103.5% | -27.9% |
| 1Y | +9.6% | +50.0% | -40.4% | +6.1% |
| 3Y | +132.7% | +836.2% | -703.5% | +110.6% |
| 5Y | +113.7% | -50.0% | +163.6% | +94.3% |
| All | +105.6% | -60.2% | +165.9% | +90.0% |
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 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