+211.2%
SPMO vs OUST
-62.4%
+273.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +2.0% | +5.2% | -3.2% | +1.6% |
| 30D | -0.4% | -19.3% | +18.9% | +1.1% |
| 3M | -1.9% | -22.6% | +20.8% | -1.1% |
| 6M | +25.0% | +62.8% | -37.7% | +19.1% |
| YTD | +26.0% | +68.3% | -42.3% | +19.4% |
| 1Y | +28.7% | +28.5% | +0.1% | +23.0% |
| 3Y | +160.9% | +554.0% | -393.1% | +117.2% |
| 5Y | +147.9% | -56.2% | +204.1% | +132.5% |
| All | +211.2% | -62.4% | +273.6% | +196.3% |
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