+362.0%
SPG vs OUST
-64.1%
+426.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | 0.0% |
| 7D | +4.9% | +17.0% | -12.1% | +3.8% |
| 30D | +15.6% | -16.5% | +32.1% | +16.4% |
| 3M | +4.1% | -23.7% | +27.7% | +5.1% |
| 6M | +13.6% | +18.4% | -4.8% | +9.1% |
| YTD | +27.5% | +60.8% | -33.2% | +18.9% |
| 1Y | +32.2% | +44.2% | -12.0% | +23.9% |
| 3Y | +126.0% | +668.1% | -542.1% | +68.5% |
| 5Y | +74.7% | -48.8% | +123.6% | +57.3% |
| All | +362.0% | -64.1% | +426.1% | +317.0% |
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