+371.2%
SPG vs OUST
-65.5%
+436.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.3% | +0.2% |
| 7D | +2.0% | -3.8% | +5.8% | +2.2% |
| 30D | +17.2% | +5.1% | +12.2% | +16.5% |
| 3M | +6.3% | -25.8% | +32.1% | +7.5% |
| 6M | +18.7% | -2.0% | +20.7% | +15.9% |
| YTD | +30.1% | +54.7% | -24.6% | +21.5% |
| 1Y | +32.8% | +48.8% | -16.0% | +24.1% |
| 3Y | +133.6% | +607.8% | -474.2% | +75.5% |
| 5Y | +84.4% | -52.7% | +137.1% | +66.9% |
| All | +371.2% | -65.5% | +436.7% | +326.1% |
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