+100.5%
SLV vs OUST
-68.5%
+169.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | 0.0% |
| 7D | -0.7% | -5.0% | +4.3% | -0.5% |
| 30D | -15.4% | -32.0% | +16.7% | -13.9% |
| 3M | -16.3% | -32.4% | +16.1% | -15.0% |
| 6M | -28.8% | +6.7% | -35.5% | -29.6% |
| YTD | -27.1% | +41.0% | -68.2% | -28.9% |
| 1Y | +7.5% | +18.0% | -10.5% | +5.3% |
| 3Y | +121.2% | +560.6% | -439.4% | +103.0% |
| 5Y | +110.0% | -55.1% | +165.1% | +93.3% |
| All | +100.5% | -68.5% | +169.0% | +87.5% |
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