-48.1%
SMR vs OUST
+12.4%
-60.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -2.8% | +31.9% | -34.7% | -11.4% |
| 30D | -27.5% | -4.2% | -23.3% | -26.8% |
| 3M | -43.1% | -9.3% | -33.9% | -42.0% |
| 6M | -58.4% | +51.7% | -110.1% | -65.6% |
| YTD | -63.2% | +76.6% | -139.8% | -71.1% |
| 1Y | -81.6% | +48.9% | -130.5% | -84.7% |
| 3Y | +149.8% | +675.3% | -525.5% | +29.9% |
| All | -48.1% | +12.4% | -60.5% | -72.2% |
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