+374.2%
SPG vs OUST
-60.6%
+434.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +5.6% | +31.9% | -26.3% | +3.8% |
| 30D | +17.6% | -4.2% | +21.8% | +17.5% |
| 3M | +7.5% | -9.3% | +16.7% | +7.4% |
| 6M | +18.5% | +51.7% | -33.1% | +12.2% |
| YTD | +30.9% | +76.6% | -45.7% | +21.4% |
| 1Y | +34.1% | +48.9% | -14.8% | +25.6% |
| 3Y | +135.5% | +675.3% | -539.7% | +76.3% |
| 5Y | +86.5% | -44.0% | +130.6% | +67.1% |
| All | +374.2% | -60.6% | +434.8% | +325.7% |
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