+73.8%
SPYM vs OUST
-48.5%
+122.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | 0.0% |
| 7D | +3.3% | +19.9% | -16.6% | +1.8% |
| 30D | -2.6% | +3.6% | -6.2% | -3.2% |
| 3M | -1.7% | -20.6% | +18.9% | -0.7% |
| 6M | +3.1% | +35.1% | -31.9% | -1.6% |
| YTD | +12.0% | +69.1% | -57.1% | +4.2% |
| 1Y | +12.1% | +49.9% | -37.8% | +5.0% |
| 3Y | +78.5% | +642.4% | -563.8% | +37.9% |
| 5Y | +73.8% | -48.3% | +122.2% | +65.5% |
| All | +73.8% | -48.5% | +122.3% | +65.5% |
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 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