+159.0%
SPMO vs OUST
-64.1%
+223.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | +0.5% |
| 7D | -8.7% | +17.0% | -25.7% | -10.0% |
| 30D | -18.7% | -16.5% | -2.2% | -17.8% |
| 3M | -16.4% | -23.7% | +7.2% | -15.2% |
| 6M | -11.9% | +18.4% | -30.2% | -14.3% |
| YTD | +4.9% | +60.8% | -55.9% | -0.7% |
| 1Y | +6.2% | +44.2% | -38.0% | +1.0% |
| 3Y | +115.1% | +668.1% | -553.0% | +77.4% |
| 5Y | +102.2% | -48.8% | +151.1% | +87.8% |
| All | +159.0% | -64.1% | +223.1% | +146.5% |
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