+50.5%
SRE vs OUST
-45.2%
+95.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -5.6% | +14.0% | -19.6% | -5.9% |
| 30D | -4.5% | +2.5% | -7.0% | -4.6% |
| 3M | -7.7% | -15.3% | +7.6% | -7.6% |
| 6M | -14.4% | +42.6% | -57.0% | -16.1% |
| YTD | -9.4% | +76.6% | -86.0% | -12.1% |
| 1Y | -13.8% | +54.1% | -67.9% | -16.1% |
| 3Y | +22.2% | +675.3% | -653.1% | +10.2% |
| 5Y | +50.5% | -45.1% | +95.5% | +37.8% |
| All | +50.5% | -45.2% | +95.7% | +37.8% |
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