+78.0%
SPG vs OUST
-49.1%
+127.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | +0.1% |
| 7D | +4.9% | +17.0% | -12.1% | +3.9% |
| 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% | +9.3% |
| YTD | +27.5% | +60.8% | -33.2% | +19.2% |
| 1Y | +32.2% | +44.2% | -12.0% | +24.2% |
| 3Y | +126.0% | +668.1% | -542.1% | +68.5% |
| All | +78.0% | -49.1% | +127.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling