+117.4%
SPMO vs OUST
-48.5%
+165.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +9.8% | +19.9% | -10.1% | +8.0% |
| 30D | -9.2% | +3.6% | -12.8% | -9.7% |
| 3M | -11.0% | -20.6% | +9.7% | -9.8% |
| 6M | -6.6% | +35.1% | -41.7% | -10.2% |
| YTD | +13.3% | +69.1% | -55.8% | +6.6% |
| 1Y | +12.7% | +49.9% | -37.3% | +6.6% |
| 3Y | +127.5% | +642.4% | -514.9% | +86.6% |
| 5Y | +117.4% | -48.3% | +165.7% | +111.6% |
| All | +117.4% | -48.5% | +165.8% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling