+358.2%
SPG vs OUST
-68.5%
+426.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.2% | -0.3% |
| 7D | +5.0% | -5.0% | +10.1% | +5.2% |
| 30D | +12.3% | -32.0% | +44.3% | +14.5% |
| 3M | +1.9% | -32.4% | +34.2% | +3.6% |
| 6M | +14.4% | +6.7% | +7.7% | +10.6% |
| YTD | +26.5% | +41.0% | -14.5% | +18.9% |
| 1Y | +30.7% | +18.0% | +12.7% | +24.1% |
| 3Y | +122.6% | +560.6% | -438.0% | +67.6% |
| 5Y | +73.3% | -55.1% | +128.4% | +57.3% |
| All | +358.2% | -68.5% | +426.7% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling