+59.9%
SRE vs OUST
-62.4%
+122.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | -0.7% | -19.3% | +18.5% | -0.4% |
| 3M | -6.3% | -22.6% | +16.3% | -6.3% |
| 6M | -10.7% | +62.8% | -73.4% | -12.4% |
| YTD | -3.5% | +68.3% | -71.8% | -5.6% |
| 1Y | +5.3% | +28.5% | -23.2% | +3.3% |
| 3Y | +31.8% | +554.0% | -522.3% | +22.4% |
| 5Y | +47.4% | -56.2% | +103.6% | +34.6% |
| All | +59.9% | -62.4% | +122.4% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling