+21.0%
STM vs OUST
-56.2%
+77.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +5.8% | +5.2% | +0.6% | +4.9% |
| 30D | -1.0% | -19.3% | +18.3% | +2.3% |
| 3M | -33.3% | -22.6% | -10.6% | -31.6% |
| 6M | +57.4% | +62.8% | -5.4% | +42.5% |
| YTD | +102.2% | +68.3% | +33.8% | +81.0% |
| 1Y | +99.6% | +28.5% | +71.1% | +81.5% |
| 3Y | +14.5% | +554.0% | -539.5% | -29.2% |
| All | +21.0% | -56.2% | +77.1% | +17.2% |
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