+362.1%
SPG vs OUST
-65.4%
+427.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.7% | -12.8% | +2.0% |
| 7D | +8.2% | -0.2% | +8.4% | +8.1% |
| 30D | +13.5% | -24.0% | +37.4% | +15.0% |
| 3M | +2.2% | -29.9% | +32.1% | +3.8% |
| 6M | +15.9% | +19.1% | -3.3% | +11.3% |
| YTD | +27.6% | +55.0% | -27.4% | +19.3% |
| 1Y | +30.9% | +21.2% | +9.8% | +24.3% |
| 3Y | +124.5% | +626.0% | -501.4% | +68.2% |
| 5Y | +79.9% | -51.6% | +131.5% | +62.6% |
| All | +362.1% | -65.4% | +427.6% | +318.3% |
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