+0.4%
STM vs OUST
+537.2%
-536.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.0% | -3.4% | -10.9% |
| 7D | -20.1% | -5.0% | -15.0% | -19.5% |
| 30D | -32.0% | -32.0% | +0.1% | -27.7% |
| 3M | -24.2% | -32.4% | +8.2% | -19.6% |
| 6M | -29.9% | +6.7% | -36.6% | -31.5% |
| YTD | +54.9% | +41.0% | +13.9% | +44.8% |
| 1Y | +68.0% | +18.0% | +50.0% | +59.5% |
| All | +0.4% | +537.2% | -536.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling