+110.0%
SLV vs OUST
-56.4%
+166.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.8% |
| 3M | -16.3% | -32.4% | +16.1% | -14.9% |
| 6M | -28.8% | +6.7% | -35.5% | -29.8% |
| YTD | -27.1% | +41.0% | -68.2% | -29.2% |
| 1Y | +7.5% | +18.0% | -10.5% | +5.0% |
| 3Y | +121.2% | +560.6% | -439.4% | +99.6% |
| 5Y | +110.0% | -55.1% | +165.1% | +89.0% |
| All | +110.0% | -56.4% | +166.4% | +89.0% |
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 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