+3.0%
SSPC vs OUST
-21.1%
+24.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +14.0% | -31.3% | -11.0% |
| 7D | -4.7% | +17.0% | -21.7% | +4.0% |
| 30D | +36.7% | -16.5% | +53.2% | +33.7% |
| 3M | -49.4% | -23.7% | -25.8% | -50.9% |
| All | +3.0% | -21.1% | +24.1% | +8.6% |
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 · Available span rolling