+135.5%
SPYM vs OUST
-60.6%
+196.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.6% | +31.9% | -32.4% | -2.5% |
| 30D | -3.7% | -4.2% | +0.5% | -3.7% |
| 3M | -2.7% | -9.3% | +6.6% | -2.7% |
| 6M | +2.2% | +51.7% | -49.4% | -2.8% |
| YTD | +10.9% | +76.6% | -65.7% | +3.6% |
| 1Y | +11.3% | +48.9% | -37.6% | +4.9% |
| 3Y | +76.8% | +675.3% | -598.4% | +40.3% |
| 5Y | +73.5% | -44.0% | +117.6% | +53.2% |
| All | +135.5% | -60.6% | +196.1% | +110.1% |
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