-26.4%
SPOT vs OUST
+34.0%
-60.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -2.6% |
| 7D | -2.9% | +12.7% | -15.6% | -3.0% |
| 30D | +8.3% | -13.6% | +21.9% | +8.5% |
| 3M | +5.1% | -8.3% | +13.4% | +3.7% |
| 6M | -6.5% | +85.0% | -91.4% | -12.1% |
| YTD | -9.0% | +73.2% | -82.2% | -15.2% |
| 1Y | -26.4% | +32.5% | -58.9% | -31.4% |
| All | -26.4% | +34.0% | -60.4% | -31.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling