-60.5%
SPCH vs OUST
-12.5%
-48.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +10.8% | +1.1% | +6.9% |
| 7D | +6.2% | +36.7% | -30.5% | -7.5% |
| 30D | -28.1% | -3.3% | -24.8% | -27.7% |
| 3M | -0.5% | -11.1% | +10.6% | +2.4% |
| All | -60.5% | -12.5% | -48.0% | -59.8% |
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 · Available span rolling