+50.4%
SRE vs OUST
-60.6%
+111.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -8.2% | +31.9% | -40.1% | -8.6% |
| 30D | -3.6% | -4.2% | +0.6% | -3.6% |
| 3M | -6.3% | -9.3% | +3.0% | -6.2% |
| 6M | -13.0% | +51.7% | -64.7% | -14.5% |
| YTD | -9.2% | +76.6% | -85.8% | -11.4% |
| 1Y | -13.1% | +48.9% | -62.0% | -14.9% |
| 3Y | +22.4% | +675.3% | -652.8% | +13.5% |
| 5Y | +47.1% | -44.0% | +91.2% | +34.5% |
| All | +50.4% | -60.6% | +111.0% | +37.0% |
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