-63.2%
SPCH vs OUST
-23.9%
-39.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +15.7% | -23.3% | -13.8% |
| 7D | -13.4% | -0.2% | -13.2% | -13.7% |
| 30D | -39.6% | -24.0% | -15.7% | -33.1% |
| 3M | -1.4% | -29.9% | +28.5% | +11.8% |
| All | -63.2% | -23.9% | -39.2% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling