+170.4%
SPMO vs OUST
-60.2%
+230.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | +3.5% |
| 7D | -1.9% | +36.7% | -38.6% | -4.5% |
| 30D | -14.1% | -3.3% | -10.7% | -14.1% |
| 3M | -13.1% | -11.1% | -2.0% | -12.8% |
| 6M | -9.4% | +53.1% | -62.4% | -13.5% |
| YTD | +9.5% | +78.2% | -68.7% | +2.8% |
| 1Y | +10.5% | +50.0% | -39.5% | +4.7% |
| 3Y | +124.4% | +836.2% | -711.8% | +82.7% |
| 5Y | +110.5% | -50.0% | +160.5% | +95.1% |
| All | +170.4% | -60.2% | +230.7% | +155.2% |
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 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