+46.8%
SPGI vs OUST
-60.2%
+107.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | +0.3% |
| 7D | -0.9% | +36.7% | -37.5% | -2.2% |
| 30D | +15.5% | -3.3% | +18.8% | +15.4% |
| 3M | +15.7% | -11.1% | +26.8% | +15.7% |
| 6M | +19.1% | +53.1% | -34.0% | +13.8% |
| YTD | -4.1% | +78.2% | -82.3% | -9.7% |
| 1Y | +1.2% | +50.0% | -48.8% | -4.0% |
| 3Y | +31.6% | +836.2% | -804.6% | +4.4% |
| 5Y | +12.4% | -50.0% | +62.4% | -4.5% |
| All | +46.8% | -60.2% | +107.0% | +25.6% |
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