+212.8%
SPMO vs OUST
-61.4%
+274.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | +3.4% | +12.7% | -9.3% | +2.4% |
| 30D | +0.5% | -13.6% | +14.1% | +1.5% |
| 3M | +1.9% | -8.3% | +10.2% | +1.6% |
| 6M | +27.8% | +85.0% | -57.1% | +20.7% |
| YTD | +26.7% | +73.2% | -46.6% | +19.7% |
| 1Y | +28.9% | +32.5% | -3.6% | +22.9% |
| 3Y | +160.7% | +643.8% | -483.2% | +115.5% |
| 5Y | +150.2% | -52.1% | +202.3% | +133.4% |
| All | +212.8% | -61.4% | +274.1% | +197.2% |
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