+52.6%
SRE vs OUST
-65.5%
+118.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +0.8% |
| 7D | +1.8% | -3.8% | +5.5% | +1.8% |
| 30D | -3.0% | +5.1% | -8.0% | -3.2% |
| 3M | -7.3% | -25.8% | +18.6% | -6.9% |
| 6M | -11.9% | -2.0% | -9.9% | -12.6% |
| YTD | -7.9% | +54.7% | -62.6% | -9.9% |
| 1Y | -11.1% | +48.8% | -59.9% | -13.1% |
| 3Y | +24.8% | +607.8% | -583.0% | +15.9% |
| 5Y | +52.4% | -52.7% | +105.1% | +39.6% |
| All | +52.6% | -65.5% | +118.1% | +39.3% |
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 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