+49.4%
SRE vs OUST
-53.0%
+102.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +0.9% |
| 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% | -6.8% |
| 6M | -11.9% | -2.0% | -9.9% | -12.7% |
| YTD | -7.9% | +54.7% | -62.6% | -10.3% |
| 1Y | -11.1% | +48.8% | -59.9% | -13.5% |
| 3Y | +24.8% | +607.8% | -583.0% | +13.0% |
| All | +49.4% | -53.0% | +102.4% | +32.4% |
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 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