+25.4%
STM vs OUST
-64.1%
+89.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.0% | -9.6% | +2.1% |
| 7D | -10.7% | +17.0% | -27.7% | -13.3% |
| 30D | -25.7% | -16.5% | -9.2% | -23.9% |
| 3M | -21.6% | -23.7% | +2.1% | -18.7% |
| 6M | -27.8% | +18.4% | -46.2% | -31.2% |
| YTD | +61.8% | +60.8% | +1.0% | +45.8% |
| 1Y | +78.1% | +44.2% | +33.9% | +62.3% |
| 3Y | +4.9% | +668.1% | -663.2% | -34.8% |
| 5Y | -14.3% | -48.8% | +34.6% | -28.0% |
| All | +25.4% | -64.1% | +89.5% | +6.3% |
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